Fishing in the United States is regulated separately
by each state, and coastal states generally
have separate regulations for fresh-water and
salt-water fishing. In most cases, spearfishing
is not separately identified for special regulation,
and you just need whatever fishing license would
be required for line-fishing in the same waters.
Spearfishing is legal in Mexico with a Mexican
fishing license (see sample authorization letter. In Canada, fishing is regulated by Fisheries and Oceans Canada which in turn regulates fishing separately in six regions. Separate freshwater and saltwater licenses are required, but they are widely available at sporting goods stores and similar places.