Where do I get the Criminal Record check / Police clearance/certificate for the sponsorship/permanent residency application for me and my wife? I don't think it matters which country, but we are going to Canada.

See this post.

I had to get a police clearance for my wife, the Australian Embassy in Bangkok told me to go to the police station and they would issue it while I wait, they then said it is free, do not pay for it. Upon presentation at the main police station in Bangkok the police officer said it will cost 4,000 Baht and can pick it up the next morning, I said to him that the Embassy official said it was free, Ok he said come back in three weeks. Figure it out.

Well I guess only my wife will have to go. Maybe if they see the farang they get greedy...