sauna, mythology, kalevala, different alcohol culture, different folk music(similar to Russian, but not quite), different food some noteable finnish architects like Eliel and Aalto, Sibelius, different wedding traditions, Sillanpää(nobel prize winner in literature in 1939).
Culture is usually something that is shared. That's why neighbouring countries usually look alike.
Culture in the nordic countries looks like this:
Germany --- Denmark --- Norway/Sweden --- Finland --- Russia
Germany influences denmark, denmark influences norway and sweden, etc, etc. It's only natural.