Health Canada is adopting new labelling rules that will require the identification of potential allergens in various food products including wine. The new regulations come into effect on August 4, 2012 but manufacturers are being encouraged to adopt compliance earlier. The rules will apply to wine and will require the identification of potential allergens used for fining in wine such as egg, milk or fish products. See this press release for more information: Changes to Enhanced Allergen Labelling Regulations.
However, it is a point of debate as to whether these allergen warnings are necessary. For additional perspective on this issue, you may wish to read this earlier Wine Spectator article which dealt with the same concerns in the U.S.: Wine Producers Struggle With Proposal to Require Allergen Warnings