I was there last summer, and we wound up going to the Safeway in Calgary that stocks some kosher products (chicken, cheese, grape juice, etc.). It's in Glenmore Landing, near the JCC, and was about a half hour from the Calgary airport -- we went there before driving up to Canmore. I don't remember if they had any deli. And at least last year, kosher bread was a problem in general, so I brought my own.
Many regular products have a hechsher, similar to here in the U.S., and those you would be able to get in either Calgary or Canmore.
This article might be helpful http://www.tripadvisor.com/Travel-g154911-c14495/Banff:Alberta:Kosher.Food.html
Also, Toronto Kosher ships pretty much anywhere in Canada www.torontokosher.com if you plan ahead.