You can get to Finland with a ferry from Tallinn, Stockholm or St Petersburg, take a plane to Helsinki or Rovaniemi, or via road from Russia, Sweden or Norway.
The Road Demon - 1921 was released on: USA: February 1921 Finland: 29 August 1926
Sauli Lehtonen died on September 9, 1995, in Finland of road accident.
Pekka Haukinen died on October 1, 1966, in Huittinen, Finland of road accident.
Finland is east of Sweden. But note that their land border lies up in the arctic (perfectly normal road crossing) as for the most part they are separated by the Gulf of Bothnia. Unless you fly, the boat from say Stockholm (Sweden) to Turku (Finland) is an overnight journey.
Conflict - 1956 Stranger on the Road 1-7 was released on: USA: 11 December 1956 Finland: 22 November 1961
The Road to Yesterday - 1925 was released on: USA: 15 November 1925 UK: October 1926 Finland: 20 May 1927 Portugal: 22 December 1927
Ice Road Truckers - 2007 Wicked Weather - 3.7 was released on: USA: 12 July 2009 Finland: 20 June 2012
October Road - 2007 Spelling It Out - 2.7 was released on: USA: 14 January 2008 Finland: 24 February 2008 Japan: 6 January 2011
October Road - 2007 Deck the Howls - 2.4 was released on: USA: 10 December 2007 Finland: 3 February 2008 Japan: 9 December 2010
Ice Road Truckers - 2007 Turn and Burn 3-9 was released on: USA: 26 July 2009 Finland: 4 July 2012
Ice Road Truckers - 2007 Accident Alley 3-5 was released on: USA: 5 July 2009 Finland: 6 June 2012