It also continues north of the border, where it's referred to as The Great Divide or The Continental Divide, but I don't think I've ever heard it referred to, using both adjectives.
evansb can probably see it from his window!
Further thread drift - at the summit of the Kicking Horse Pass near Lake Louise, Alberta, you can see the aptly named Dividing Creek. Some of the water flows west, via the Columbia River into the Pacific and some flows east into the Bow River and eventually ends up in Hudson's bay.