Yes, it happened to me before. Normally, it charged me 15 dollars to transfer my 5,000 dollars from one of my bank account in us to one of my bank account in canada.
the charge fee for transfering money can run up to 50 dollars, depends on the bank and the amount of money to transfer.
I have done that from time to time. I would rather to do it over the money order. It is much faster and securer than mailing the money order over the border, never know what might happen to it.
Bank should inform you in advance before they can charge you even more through the 3rd party bank.