The University of Calgary offers an MA in History, which can have a strong military history component, including thesis, as well as PhDs where students can specialise in military/diplomatic history. The university has a significant number of faculty whose research is concerned primarily with military/diplomatic history. Complete information can be found at http://hist.ucalgary.ca/militaryhistory/
. The first wepage you come to following the link will take you to the webpages of the Centre for Military and Strategic Studies, which also offers the Master of Strategic Studies degree and PhDs.