Can we file for divorce in the US or do we have to go through Canada?

Your permanent resident status is granted by the federal government but you get to chose which state you reside in. As divorce (dissolution of marriage in Oregon) is governed by state law, you would have to meet the jurisdictional standard for the state where you live. In Oregon, at least the filing party would have to be able to allege that he or she has been a resident in the county of his or her residence for at least six months prior to the filing date. If you have both been residents of the same county for at least six months, so much the better. If you have children by your marriage, the children would also have to have resided in the same county for at least six months in order for the local circuit court to have jurisdiction to determine custody and parenting time for the non-custodial parent.