Canvas, as a SAML ServiceProvider, supports special values for RelayState to allow deep linking into Canvas for IdP initiated logins. An IdP can also modify the RelayState for an SP initiated login if it has outside knowledge of where it wants to send the user upon login, rather than the default (either the user's original destination that triggered the login sequence, or the user's dashboard).
In general, this functionality should be used sparingly, as deep links into Canvas can remain as bare Canvas links and rely on Canvas built-in behavior to maintain the original destination in order to not obfuscate links.
School maintained portal does an IdP initiated login, sending directly to a specific course:
Redirect; Location: https://school.instructure.com/courses/1
Consortium WAYF Service redirecting through the appropriate home account for a user:
Redirect; Location: https://wayf.consortium.edu/login/saml?SAMLRequest=...
<User logs in at WAYF; WAYF injects RelayState based on original referrer, but does an IdP initiated login to the consortium account in Canvas, instead of the original destination of school1>
Redirect; Location: https://school1.instructure.com/courses/1?session_token=.