One of my ancestral families was Isaac Montras and his wife Tamar Betts. They had a farm near Saratoga and they supported the British side during the revolution. They also had to leave their farm and flee to Canada after the Battles of Saragota. They were settled at another refugee camp in Machoche, Quebec where they stayed for a year before moving on to settle in Nova Scotia.
Tens of thousands of United Empire Loyalists came to Canada after the Thirteen Colonies gained their independence from Great Britain. Nobody knows how many of the residents of the Thirteen Colonies remained loyal to the government in Great Britain but it may have been as much as one-third of the total population. Only a small percentage of them left after the war was over.
You can watch a clip from "Who Do You Think You Are" featuring the McAdams sisters at: Rachel McAdams Learns Her Ancestors' Loyalties. If you want to watch an entire show, I recommend the British version that's been around for ten seasons. Here's one on J.K. Rowling.