In Washington, an Independence Day morning was cancelled "after extensive and careful consideration of the safety of our participants, spectators and staff as the top priority", organisers said.
The intense heat also led to the closure of the fair on the National Mall for several hours on Friday, one day before the holiday. The State Fair reopened at 17:00 local time (21:00 GMT) after conditions improved, organiser Freedom 250 said.
"The safety and wellbeing of our guests, volunteers, performers, vendors and staff is our highest priority," it said.
The DC Fire and EMS Department treated several people for "heat-related illnesses" at the fair on Friday, a spokesperson for the department told the BBC. He said these were caused by "record-breaking temperatures" at the event.
At least 11 people were taken by ambulance from the fair, the spokesperson said, but did not elaborate on whether all had heat-related illnesses.
"It is going to be a very busy weekend," a spokesperson for the DC Fire and EMS Department told the Washington Post.
"We know that there are going to be heat-related illnesses on and off the Mall, and we encourage our residents and visitors to take precautions if you're going to be out in the heat."
Robin Ardito, who attended the fair, said she saw a middle-aged woman who appeared to be suffering from a heat-related illness. The woman was being tended to by fair staff with both hands in buckets of ice, she said.
"It was too hot to be holding an event like this," Ardito added.
Another event in Washington DC was affected when US Capitol Police delayed public entry for Friday evening's outdoor A Capitol Fourth concert from 15:00 to 19:00 local time.
Trump is expected to speak outside at a 4 July celebration on Saturday, despite the predicted high temperatures. The president has maintained that he wanted to gather outside for the celebration.
"I'm gonna make a really long speech just to show that I can do anything," he said.
On Thursday, New York City hit 100F (38C) degrees, its hottest day since 2012, and the heat index remained in triple digits again on Friday.
"These are extremely dangerous conditions," said New York City Mayor Zohran Mamdani.
Saturday might see the heat breaking in some central areas, but not in the east where it will be dangerously hot for those at outside events.
Another concern is severe thunderstorms on the northern plains, the Midwest and across to the Great Lakes. These will bring a dramatic end to the heat with damaging hail, destructive winds, flash flooding and even a few tornadoes.
By Sunday, the heat will intensify in Virginia, the Carolinas and the south-east before building in western parts of the US and Canada into next week.
Parts of Canada including southern Ontario have already reached mid-30s (over 90F) this week.
Heatwaves have become more frequent, more intense and longer-lasting because of human-induced climate change. The world has already warmed by about 1.1C since the industrial era began and temperatures will keep rising unless governments around the world make steep cuts to emissions.
