Capital Abbreviation Largest city Entered Confederation
Ontario ON Toronto July 1, 1867
Quebec QC Quebec City July 1, 1867
Nova Scotia NS Halifax July 1, 1867
New Brunswick NB Fredericton July 1, 1867
Manitoba MB Winnipeg July 15, 1870
British Columbia BC Victoria July 20, 1871
Prince Edward Island PE Charlottetown July 1, 1873
Saskatchewan SK Regina September 1, 1905
Alberta AB Edmonton September 1, 1905
Newfoundland and Labrador NL St. John's March 31, 1949
Prior to Confederation, Ontario and Quebec formed the Province of Canada.
British Columbia, New Brunswick, Nova Scotia, and Prince Edward Island were separate colonies before joining Canada.
Manitoba was created simultaneously with the Northwest Territories.
Saskatchewan and Alberta were created out of land that had been part of the Northwest Territories.
Newfoundland was an independent Dominion within the British Commonwealth prior to joining Canada. British legislation transferred Labrador from Lower Canada to Newfoundland in 1809, but the location of the Labrador boundary was disputed until 1927. The official name of the province changed from Newfoundland to Newfoundland and Labrador by constitutional amendment on December 6, 2001.
With the exception of Fredericton, the provincial capitals are all either the largest or second-largest cities in their respective provinces (Fredericton is the third largest city in New Brunswick after Moncton and Saint John).
You can read more about the history of Canada at http://en.wikipedia.org/wiki/Provinces_and_territories_of_Canada