Canadian Media Production Association (CMPA) is the national industry group and produces an annual "Profile" report with numerous national and provisincial statistics. The latest is Profile 2014.
Film & Creative Nova Scotia was the government agency that managed the film credit and aided the industry; it was shut down with the budget in 2015 and responsibility transfered to the Nova Scotia Business Inc. agency. F&C's annual report for 2013-14 included total dollar volume of production numbers back to 2008-09, which are slightly different from CMPA.
The agency commissioned an economic impact report in 2008.
PWC's Big Table page has detailed summaries (PDF) on the tax credits available (2014) in each province for both the film/tv industry, and the digital media industry.
Massachusetts produces (apparently as a statutory requirement) a complete and fascinating economic analysis of its own Film Industry Tax Incentive. The latest report (released September 2014) is for the 2012 calendar year (PDF).