Thank you for the clarification.
Without knowing at least the birth years for both Charles William Graham and Emma McLean, it may be hard to determine any census record for them, either in Canada or the USA. So, obtaining a copy of their Manitoba marriage record may lead to their birth dates. See my reply with the link to the Manitoba Vital Records database.
Also, if they did "go on the state" in vaudeville, their stage names may not have been the same as their actual names. Plus, they could also have taken on other names and used them in records that may exist, including census records.
I checked the Canadian census records for 1911 for them and did not find anything for anyone I think may have been them. The 1911 Canada census is the most recent that is available for searching. Canadian law does not allow the release of census records until after 100 years have passed.
I'll check US census records, too, but without at least a birth year for each of them, determining if a census record is for them or not will be a challenge. US census records are available up through 1940.
I'll come back and post what I find (or don't find) regarding US census records for them.