You do not need to attach your W2 to file your 1040 return unless you mail the return. You do not need to report moving your investments unless you cashed them out in the US and then opened up new investment accounts in Canada. If this is the case, you would receive a 1099B for the sale of the investments from your US broker. If it is was a transfer of account between brokerages, this does not need to be reported.
If you have no income after you left the US, you do not need to file a 1040 NR unless you earned money from your investments while living in Canada between 8/15-12/31. If you do need to file 1040 NR and mail it, you do not need to include your W2 with the tax return. If you do need to file 1040 NR, Turbo Tax does not handle this filing but out affiliate sprintax.com does. Please contact them for further assistance.
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