Uniaxial compression tests were performed on sedimentary rocks of five different geological formations at various sites in southern Ontario. The deformation behaviour is analysed in terms of the cross-anisotropic elastic theory and typical sets of five independent parameters for each rock unit have been obtained. It is shown that some of the rock types are significantly anisotropic both in deformation and strength behaviour. The practical relevance of the results in the analysis and design of underground structures in these rocks is discussed.