Your passport is checked when you leave the U.S. It’s done electronically though, so if your passport is clear you don’t even notice it when you leave (unlike say the exit Visa stamp you get in Schegen countries). If your passport comes back flagged when you’re leaving the U.S. the FBI or Marshall’s or whoever can apprehend you.

How does the US electronically check my passport when driving into Canada? I can seen Canada doing it on entry and relaying that to the US but otherwise, how does that check get done?

After some Googling, it appears that the U.S. land border crossing points are less monitored. I've only utilized U.S. air and sea crossings, both of which do have electronic exit visas (because the shipline or airline reports their passenger manifest to the authorities). So, yes, no check is done when using a land crossing.

The US has good relations with Canada; and Canada is not particularly fond of criminals entering their country. When they check your passport, they will notice you are out on bail and, at best, deny you entry. (The Canadian border also happens to be the US border, so they might also refer the incident to US authorities)