The Buffalo consulate general asked for 3 visa-sized photos with the passport request. At least one was attached to the COPR that you bring with you when you land.
Other visa offices or categories may vary (I was a spousal applicant).
No photos were asked at the port of entry (Coutts, AB). They did not like my photo that was attached to the COPR and they took a new one for me (FREE). They even gave me 3 extra photos back (they printed 4), so I can use for something.