Na verdade, acabei de encontrar o que estava procurando. De acordo com o CBP dos EUA no I94 FAQ :
Q: If I arrive via air but leave via land - thus I dont have paper form I-94 - how to report departure?
A: If you have a paper form I-94 and depart by land, you can turn the form into Canadian Border Services Agency (CBSA) upon entry into Canada or to CBP at the port of entry prior to entering Mexico.
If you received an electronic I-94 upon arrival by air or sea and depart via land, your departure may not be recorded accurately. A departure will be recorded if you depart via land and re-enter the United States prior to the expiration date stamped in your passport.
If you are not a resident of Canada or Mexico and you receive an electronic I-94 and depart via land, but do not re-enter the United States prior to the expiration date stamped on your passport, you may want to travel with evidence of your departure into Canada or Mexico. Evidence of departure can include, but is not limited to, entry stamps in a passport, transportation tickets, pay stubs and/or other receipts. A traveler can request an entry stamp from CBSA when entering Canada or from the InstitutoNacional de Migracion (INM) when entering Mexico.
Espero que isso ajude todo mundo preocupado com isso.