Google and Bing treat real=canonical tag differently. Google allows using canonical tag across large number of pages, while Bing recommends using canonical tag only where it’s needed.
According to Matt Cutts Video, webmasters can use rel=canonical tag across large number of pages and point rel=canonical to itself.
”We built in support to make sure that that doesn’t cause any sort of problem. So I can’t speak for other search engines, but it’s definitely a very common case. Imagine if you had to check every single URL and then do a self check to see whether you were on that URL. If you were then you couldn’t have a rel=canonical tag. That would be a lot of work to generate all those tags. So for our part, we said you know what? Go ahead and you can put a rel canonical on every single page on your site if you want to. And then if it points back to itself, that’s no problem at all. We handle that just fine.”
According to the Managing redirects – 301s, 302s and canonicals post on Bing’s blog, Bing doesn’t recommend outputting rel=canonical across the entire site for pages where rel=canonical points to itself.
“Something else you need to keep in mind when using the rel=canonical is that it was never intended to appear across large numbers of pages. We’re already seeing a lot of implementations where the command is being used incorrectly. To be clear, using the rel=canonical doesn’t really hurt you. But, it doesn’t help us trust the signal when you use it incorrectly across thousands of pages, yet correctly across a few others on your website. A lot of websites have rel=canonicals in place as placeholders within their page code. Its best to leave them blank rather than point them at themselves. Pointing a rel=canonical at the page it is installed in essentially tells us “this page is a copy of itself. Please pass any value from itself to itself.” No need for that.”