RE:RE:GREAT advice from the #1 in the world! I used to go to Denmark on business. The Scandinavian countries are highly desirable for many people and a lot of Americans want in. However it is extremely difficult both legally and illegally.
I looked into getting Danish citizenship and the obstacles were huge. They have a point system where you get points for youth, health, education, expertise, job skills, etc. There was a $5,000 application fee at the time and a lengthy interview process in New York by a Danish select committee. I bet this is similar for Finland.
In short why you don't hear of folks getting into Finland is that it is known how tough and almost impossible it is so they don't try.
Also in France and other European countries they have extremely advanced Ident systems using eye scans, voice prints, finger prints, etc. Even Thailand has these. The US is one of the few major countries with open borders and whose border police are really "welcome wagons"!