Typically data acquired through imaging techniques such as functional magnetic resonance imaging (fMRI), structural MRI (sMRI), and electroencephalography (EEG) are analyzed separately. However, fusing information from such complementary modalities promises to provide additional insight into connectivity across brain networks and changes due to disease. We propose a data fusion scheme at the feature level using canonical correlation analysis (CCA) to determine inter-subject covariations across modalities. As we show both with simulation results and application to real data, multimodal CCA (mCCA) proves to be a flexible and powerful method for discovering associations among various data types. We demonstrate the versatility of the method with application to two datasets, an fMRI and EEG, and an fMRI and sMRI dataset, both collected from patients diagnosed with schizophrenia and healthy controls. CCA results for fMRI and EEG data collected for an auditory oddball task reveal associations of the temporal and motor areas with the N2 and P3 peaks. For the application to fMRI and sMRI data collected for an auditory sensorimotor task, CCA results show an interesting joint relationship between fMRI and gray matter, with patients with schizophrenia showing more functional activity in motor areas and less activity in temporal areas associated with less gray matter as compared to healthy controls. Additionally, we compare our scheme with an independent component analysis based fusion method, joint-ICA that has proven useful for such a study and note that the two methods provide complementary perspectives on data fusion.