Good info here... 9/11 really messed up diving down that way. I generally took my own boat down and the "rule" was that as long as you didn't land on the US side, you could flip back and forth between US and Canadian wrecks no problem. (I say "rule" as opposed to "law" because I suspect that the law said you would have to clear US customs, but it wasn't enforced).
Apparently, once you moor on a site in US waters, you are considered to have landed in the US, so failing to clear customs would be a really bad idea. If you return to Rockport, you call in to Canadian Customs and 3/4 of the time, they will clear you over the phone. On the charters, they require that you stay on board until that is done.
With all the grief, I find it easier just to take a charter.