By the letter of the law, you are allowed up to 44 pounds of fish (20KG) per person. There is NO requirement for keeping skin/heads attached per CANADIAN import rules. But the laws of the US apply up to the point you cross the border. For example, if the NY fish law states that you must keep the patch of skin or head on, than you better keep it on.
Second, short of a receipt (which you wouldn't have if you caught them), you *could* be asked to show proof of your State fishing permit. This may not be obvious to everyone, but some clever people thought a good way to avoid paying tax on fish purchased from a supermarket/store is to simply unwrap the fish and claim they caught it. I'll be honest, that did work for many years.
edit: here's the import limit page:
http://www.beaware.g...rirape.shtml#a1