According to the wikipedia e-cig article here Electronic cigarette - Wikipedia, the free encyclopedia, Finland classifies nicotine as a prescription drug and you need a prescription to get it.. so.. I take it they don't sell cigarettes in Finland?
In Finland, e-cigarettes with nicotine-free cartridges may be sold. Sale of nicotine cartridges is currently prohibited, as nicotine is considered a prescription drug requiring an authorization that such cartridges do not yet have. However, the Finnish authorities have decided that nicotine cartridges containing less than 10 mg nicotine, and e-liquid containing less than 0,42 g nicotine per bottle, may be legally brought in from other countries for private use. If the nicotine content is higher, a prescription from a Finnish physician is required. From a country within the European Economic Area a maximum of one year's supply may be brought in for private use when returning to Finland, while three months' supply may be brought in from outside the EEA. Mail order deliveries from EEA countries, for a maximum of three months' supply, are also allowed