I am flying into New York and spending a few days there before getting a bus or train to Canada to begin my Canadian working holiday visa. I can't work if I need a B1/B2 visa or will be fine with a visa waiver. From what I have read when entering the US on a visa waiver you must have proof of onward travel and if that onward travel is to Canada you must be a Canadian resident for it to be allowed. When I land in the US I will not be a Canadian resident but as so as I enter Canada I will be. Will the accept proof of my acceptance for a Canadian working holiday visa plus a bus or train ticket to Montreal as proof of onward travel?
From reading a large number of posts on here, onward travel to Canada is fine, even if entering the US on the Visa Waiver Program (I assume you have your ESTA Application in place?).
The US is not interested in your life outside of the US - your only limitation is that once you reach the US, you cannot legally return there after 90 days of total stay (US plus Canada) - without leaving North America. This could be a sticking point for you, but it is the same for every person who travels to Canada on a WHV, and wants to spend any time in the US.
It's high time the US updated its immigration regulations, but I wouldn't hold my breath.

From the State Department:
Travelling to Canada for the Canadian Working Holiday Program (WHP)
Applicants travelling to Canada for the Canadian WHP may wish to apply for a tourist visa prior to travel, rather than use the VWP. Most flights to Canada transit the United States, and if you are planning to spend longer than 90 days in Canada the VWP may not be appropriate for such a transit.
Additionally, WHP participants may wish to visit the United States from time to time while living in Canada. This again may require a tourist visa, rather than the VWP. Most short terms visitors to the United States enter on the B1/B2 Business/Tourism visa. This visa is valid for 1 or 5 years for Australian citizens and allows for multiple entries during this time. If you hold a passport from a country other than Australia you can check the validity for that passport at the following: http://travel.state.gov/visa/fees/fees_3272.html
If you don't come back to the US, you should be fine.
If you come back to the US, you may have issues if you use the VWP and arrive more than 90 days from your entry at New York.
A bus ticket is generally valid as proof of onward travel. However, the airlines are generally tasked with this requirement, so you'll need to convince them before you board (if they ask).
Just an aside, we researched the Adirondack Amtrak train New York - Montreal ... and it looked very attractive (however we became a party of three so rented a car for the trip).

You will generally not have any problems leaving the US when you have the Visa Waiver, just reentering is the issue. The bus ticket is important, and the working holiday visa confirmation for Canada. If you have any employment in Canada also arranged then you can show evidence of this, but I don’t think it will be necessary as you have the onward travel arranged and the visa for Canada. It shows that you are not going to stay in the US.