You can do up to 6 in Canada. Nobody ever told me, but when I was signing up at RBC I accidentally typed 5 and it worked. Now I know why they don't deterministically say 'OK, he's done' after you hit four digits.
Watch out! I also live in Canada, and a close friend of mine while travelling was frozen out of his accounts because there were no banks that could handle 6 digit pins there.
