Through Federal programs, you may apply for Permanent Residence directly to Federal government (Citizenship and Immigration Canada). Comparing that Provincial (Nominee) programs require applicants to be nominated by Province as a prior step to apply for a Permanent Residence, Federal programs accept applications directly from qualified applicants.
Also, newcomers accepted by Federal program can choose any province as their preferred place to settle.
These are programs solely under Federal authority:
Investor
Entrepreneur
Self-employed