Firstly, the lesson for next time - if you've got something important, especially if it's small like documents, then always carry it onto the plane with you rather than putting it in your checked luggage. There is always the possibility of bags being lost, and taking it in your carry-on is always the safer option.
As far as getting your bag back, there is only one option, and that is to work through the airline - specifically the airline that flew your last flight. They are the only ones that can help you at this stage, and presuming the bag was actually checked through to your final destination then they are fully responsible for returning your bag to you - including delivering it to your hotel or home if that's what you want to happen.
If your bag remains lost then you are due compensation, however this is generally calculated on a weight basis rather than based on the value of your items. If you have travel insurance (be it a specific travel insurance policy, via a credit card, or possibly even your home contents policy) then you should also consider lodging a claim there.
The exception to the above is if the bag was only checked to Montreal, in which case it would have been your responsibility to collect it there, and whilst the airline may assist you in getting your bag back, they have no obligation to do so. You can check where the bag was checked to by looking at the baggage check receipt you would have been given at check-in, which will list the airports (and likely the flights) that you bag was due to travel to/on. If it doesn't list Saskatoon (YXE) then it was NOT checked all the way through.
(Ironically, the international treaty that covers compensation for lost baggage is the "Convention for the Unification of Certain Rules for International Carriage by Air", or as it is more commonly know, the Montreal Convention!)
