I live in the U.S. and I've bought two trailers in Canada and brought them back at various times for the same reason -- I couldn't find one near me. There have been a few threads on this, with extensive information, including my take on it.
If you start with this one, it will have links to the other ones as well:
Basically, the biggest issue is what your home state's DMV has for rules (especially if the trailer is over 25 years old; if it's less than 25 years old, the Feds will be interested too). You'll need to look into that individually for your state, which you can start by looking up your state's DMV website.