You can do your interview at any US border crossing that is set up for a Nexus interview, not just the city you are in.
This includes Calgary, Edmonton, Sweetgrass, Vancouver, etc etc
http://www.cbsa-asfc.gc.ca/prog/nexus/location-eng.html
A coworker drove to Sweetgrass the week after he cleared the internet stage and did his, there was no line or 6 month wait.
There is also a drop in day and time at YYC, which I THINK is 4pm on Tuesday or something (can't remember) but it does exist.
Fotze: Canadian cities have a nexus security line, but you still have to do the Xray. It's just a shorter line for "trusted travelers".