Well, for those of us on the North American continent, generally there are "The Americas" to refer broadly to the geographical area that encompasses all of Canada, United States, Mexico and Central America.
"America" is used to refer to "the States" or USA.
Canada is, of course, Canada.
I'm sure those who are not on this hemisphere have their own colloquialisms. This doesn't mean it's particularly accurate - only that culturally they have their own terms.
Much like I'm not a fan of hearing the word "fag" as a reference to a cigarette. But I consider that unique to the other sid