Library & Archives Canada have announced that a database of approx. 200,000 who became Canadian citizens between 1915 –1932 is now available for online searching. The database is for a period when there were many immigrants entering Canada from Europe as well as from the UK.  Copies of the actual naturalization papers can be ordered from the archive.

http://www.collectionscanada.gc.ca/databases/naturalization-1915-1932/index-e.html