We have a group that has done probably majority in Calgary and some in Edmonton.
Level 1 makes some fantastic rooms, I wasn't a huge fan of their newest rooms but the core 3: Haunting of Apt 103; The Vault (Fallout 4 themed); Test Subjects are all fun.
http://www.level1escape.com/escape-rooms/
E-Exit on 17th Ave are all fun rooms too. I would recommend the Ninja room if you're new into the escape room world.
http://e-exit.ca/calgary/
Confined is probably my favorite in Calgary, they have a 3D room which really messes with your senses. I still need to try the Donald Trump Themed room.
http://confined.ca/
Eureka in Banff is also good, if you're ever up in the mountains. Really good build quality in the rooms.