There were divorce granted in Ontario and the best place to look for them is at the Archives of Ontario. There is a guide you can read that explain the various steps to find a divorce. In 1930, the Supreme Court of Ontario was granted the right to grant divorce and generally divorce between 1930 and 1980 are kept in the Archives of Ontario. They are arranged by county, and year, so you need to have an idea of where in Ontario, which county the divorce was granted in.
Here is the guide to divorce in Ontario.http://www.archives.gov.on.ca/en/access/documents/research_g...
I have no idea what the costs were in 1940 for a divorce. All the guides are at the Archives of Ontario, and cannot be searched remotely, so you may have to hire a researcher to locate the actual divorce decree.
Rules were different in various provinces, so depending on which province the divorce took place you might have to post in the appropriate province.