Costco Canada accepts only MasterCard (any one). They used to accept only American Express. I think they have a partnership arrangement for a Capital One Costco Mastercard. But I would be surprised if there was a $US version.
The COSTCO (USA) affiliation with Capital One ended in early 2018. They now have an affiliation with a COSTCO Anywhere Visa card by CITI. But I would assume this is issued by a USA financial institution, and they would not issue one to a non-resident.
According to their web site https://customerservice.costco.com/app/answers/detail/a_id/719/kw/payment. COSTCO in the US should accept any VISA card for payment. So you could get a USD credit card from one of the CDN banks that issues them and use that, but it won't earn you any COSTCO loyalty points.
Form W-8BEN is as painful as writing your name/address and declares you a Canadian citizen. You can get a ITIN for say your imaginary book that never happens to sell or generate taxable incomeYeah, but should a snowbird really put themselves on IRS radar for the sake of a few COSTCO loyalty points?