Vital records (births, marriages, deaths) can only be obtained from the Vital Statistics Branch of the Government of Manitoba in Winnipeg. Land titles etc., are also the responsibility of the provincial government and can be searched (along with lots of other stuff) at the Provincial Archives in Winnipeg. There is a parish church in Vassar, although the parish may not have a priest living in the village. Records will be either at the church itself or at the diocesan office in Saint-Boniface.
I can't imagine what Canadian records might be held in South Dakota, unless it's for events taking place before Manitoba became a province (1905??).