In one of Steve Goddard's posts at WUWT, there was some mocking of interpolation in GISS. "Is the temperature data in Montreal valid for applying to Washington DC.? " was asked.
Well, it turns out, yes it is, using anomalies. I looked in the raw GHCN data at McGill Montreal (71627/003), which has the only long GHCN record there, vs Washington NA (WMO 72405/000), which also has a very long record. I used a 4-year tapered smoothing filter (triangle) on the monthly data. Here's how it turned out:
Anomalies are relative to each station mean over the period. Notice the slip at about 1915, where Montreal seems to go up about half a degree relative to Washington. It could well be a station move or change. This is just the sort of thing GISS type algorithms can pick up, even so far apart. But this is unadjusted data.