No you don't. The enhanced driver's license, and non-driver ID establishes your citizenship as American and can be used in place of a passport from both sides of the border.
Since this thread was brought from the dead, I might as well update it. I was able to sell the entire lot of Canadian coins on ebay for a little over face value. So I am not still angry with the banks.
I agree, and especially with certain banks, they make you inscribed your acct. Number on each roll just as a safeguard. I don't want to see you get hit with a conversion penalty in your bank account as a result of it.
Go to a bank that doesn't have a coin machine. It will be more likely you won't have that problem. Also go to a bank you have no relations with or go to a lot.