There are millions of people coming the USA to work or live. Whatever your intentions when you arrive to the country you have no records to present to auto insurers. But this may not actually be true if you have been driving for years in your own country. However, you need to present your past driving history in a way that is acceptable to the US insurers. They are not going to just take your word for it.
One of the first steps is to make sure that you plan ahead well before departing to America. You must make sure that your driving license valid for international driving. If you are from one of the European Union countries your license would be already for international driving. However, many other countries will have to issue another license known as international driving license. These are normally valid for one year. After this time you either need to switch it to a US license or take a driving license test in the US. It is difficult to get international driving licenses once you are in the US. If need be, you will need to contact your own embassy and find out about the procedure.
Secondly, you need to get copies of your past insurance and driving history. If they are in English it is great but you will have to get them translated if not. Many companies will accept proof of your driving history and record from your home country. However, they need to be presented in the form acceptable to them. Otherwise, you will be charged the rates for a new driver and this can be very expensive for you.
A good place to start your searches for an auto insurance policy is to ask people you know. If you are sent by a company you can ask if they will provide you with a vehicle and if it will be insured. This would solve all your problems if the company you work for arranged all that for you. Alternatively, they may be able to point you in the right direction. It may be a broker who is experienced in dealing with people just like you. It is very important that you approach the right company and agent. Otherwise you will be spending hours explaining yourself to someone who cannot help you anyway.
You need to consider your needs carefully. If you are coming from Canada and only going to stay few months your Canadian policy may be helpful and cover this period. You need to check what you have got first. Also, you may not worry about it much if it is only for a short period of time and if you are going to rent a car instead of buying.
When you buy a car or bring your own from wherever you were coming from you need to register it in the state you will be living. And you probably will need insurance before you can do that. Perhaps you should start with a little research and then attempt to get an affordable policy.