I'm surprised no one from Western Canada has said much here. Western cities don't tend to have the thick-on-the-ground historical vernacular styles of Central and eastern cities, but being from Calgary, I always associated a few things that with prairie cities, at least. In the older neighbourhoods, certainly sandstone is common for public buildings, but as far as residential architecture, two things have always leapt out at me:
In both central Calgary and Edmonton, there are districts (Beltline in Calgary, Old Strathcona and Oliver in Edmonton) where many square blocks' worth of single-family homes were demolished in large numbers in the 50s throughs 80s and replaced with low and mid-rise apartments. It ended up creating somewhat ugly but really walkable and urban-scaled neighbourhoods of what must be pretty high density.
This is my old street in Edmonton.
The other thing, in Calgary at least, is houses like this one.
(Which has been demolished.)
There kind of plain, concrete or stucco houses were built in the 30s and 40s, and seem to hearken to a much humbler time in Alberta's history, and always seemed sort of quintessentially prairie-style to me. There are a fairly large number of them in the peripheral neighbourhoods around downtown, though they're not numerous enough to define a real vernacular style, nor rare (or, let's be honest, attractive enough) to merit much historical protection.
But their humbleness is so at odds with the flash and glitz of contemporary Calgary that it's striking--there's no way to ignore that these are from a time when the province and city were very different, socially and economically. And Calgary has rebuilt itself so quickly in the past few years that you have to really be paying attention even to get a glimpse of the city that it was even 50 or 60 years ago.
There are a few areas--Inglewood, Ramsay, Bridgeland, parts of the Beltine--where it still feels definably "Calgary"--something besides a bunch of glass skyscrapers surrounded by subdivisions. I really hope those neighbourhoods survive development pressures, because they add something intangible but crucial to the cityscape. The standard mantra is that these cities are still inventing themselves, but I think that's a bit bogus. Calgary was founded in 1875--it's already a few layers deep, and building around that rather than just over it will be to the city's benefit. It can't all be The Bow and Herald Square and shiny glass.