I saw the search string "sean penn move to canada" in my Statcounter and followed the link. In the Google search there was a link to Yahoo Answers link, and they're usually good for a laugh. The URL was gone, but in the cached copy, I found this:
If Rudy Giuliani wins, who is moving to Canada?
One of the answers:
Don't you just love the Liberal threat's that they will move to Canada if a Republican is elected? Like any one would care! They never keep there promise and leave cause they are so full of sh*t . Here's a news flash Liberals are useless to America! If you want to leave please don't let the door slap your arss! Problem is I don;t think Canada would take all the Libatwits . Maybe they should go to Iran!
No one. It is an empty promise. No one will move, not even Sean Penn, Susan Sarandon and the dozens of other Hollywood weirdos who will make the promise to do so if he gets nominated. No one ever leaves the U.S. to live in another country.
The number of Americans admitted to Canada last year  reached a 30-year high, with a 20 per cent increase over the previous year and nearly double the number that arrived in 2000. . . . .
The survey found that 10,942 Americans came to Canada in 2006, compared to just over 9,262 in 2005. In 2000, 5,828 came to the country.
And that's just Canada, only one of the many countries Americans have escaped to.