While cataloging covers I had recently acquired this one caught my attention because I had always heard the city of origin referred to as
Sault Sainte Marie.

(See
http://img684.imageshack.us/img684/...900sault.jpg for a higher quality image)
A little time on Google revealed that
Sault Sainte Marie was the third oldest continuous settlement in the United States and the oldest in Michgan. Originally called
Sault de Gaston, French Jesuit missionaries established a settlement there in 1668 and renamed the area
Sault de Sainte Marie(the rapids of Saint Mary). The name was changed to
Sault Sainte Marie on November 6, 1903.

(See
http://img824.imageshack.us/img824/...900sault.jpg for a higher quality image)
From the markings on the reverse it appears the cover moved through Saint Mary's Falls Canal, Michigan and Windsor, Ontario before reaching its final destination in Amherstburg, Ont.
A presentation on Michigan's Marine Mail Operations that I located on the Smithsonian Institution's website (
www.postalmuseum.si.edu/stat...owing_Man.pdf ) provided background on the Saint Mary's Falls Canal postmark. The Army Corps of Engineers, which operates the Sault Canal Locks, unofficially received and delivered mail to and from passing steamboats via the main post office from 1881 to 1906. That practice ended when the Post Office Department officially opened the Canal Station branch office on July 16, 1906 in the Corps of Engineers Building at the locks.
Whether or not this cover traveled to Windsor by ship remains unclear but from what I've been able to find out so far that seems a likely possibility.
[Note: The first post office was established in the Michigan Territory on September 11, 1823 and Michigan became a state on January 26, 1837.]