(One view of Canadian Confederation is that the different provinces united to stop from being annexed into the US.)
I've never seen any evidence of *that*. The US has never forcibly attempted to annex Canada or any part of it, that I'm aware of.
Some aspects of the war of 1812 involved an attempted American Annexation of Canada.
To answer your question I would say that I believe in the United States and not in a world government for several reasons.
If you live in the United States you have the US Constitution that establishes the law and the limits of government, and it works. History has shown that many countries and organizations do not do a good job at this (the EU and China being some examples). Also, by creating a one world government, we would have to have a government responsible for the wishes and security of 6 billion
people. Not 300 million. 6 Billion. As it is, its hard enough pleasing every America, just sit back and imagine what it would be like trying to please 6 billion people. Next take into account the philosophical, social, and religious difference and you are asking for a mess.