Can I buy an iPhone 6s in America and bring it to Canada and unlock it?

I live in Canada and I was thinking, can I but the iPhone 6s and have them ship it to a place in the US where I can get it and bring it back to Canada? And then when I'm in Canada, can I unlock it from AT&T?

Wouldn't it be easier to buy an Unlocked phone at an Apple Store?

Why not just buy it in Canada? Its available there as well.

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