I'm a card-carrying member of the Liberal Party of Canada and the Progressive Conservative Association of Alberta. Because I was born in Seattle and lived there for the first 6 years of my life, I can register to vote in Washington State, and at some point I will get around to filling out and sending in the necessary paperwork. Washington has non-partisan voter registration, although I would certainly be a registered Democrat if it registered them on a partisan basis instead.
I'm guessing your rationale for being a Tory is that the Liberals in Alberta are very weak and/or because of their non-affiliation with the federal party?