I'm using "Scandinavian' as a North American. I have been told than Finns do not consider them selves as "Scandinavian" but more connected to people of the Urals.
Scandinavia is the peninsula that hosts the Scandes mountain range, so strictly that would mean only Norway and Sweden. A tiny part of very northern Finland reaches to the Scandes, but generally Finland is not considered a part of Scandinavia. Finland falls under definition of the Nordic countries, which are Norway, Sweden, Iceland, Denmark and Finland.
The Finnic peoples in the area of modern day Finland and northern Scandinavia had a lot of cultural exchange with the Germanic peoples of southern Scandinavia (Modern day Swedes and Norwegians) and vice versa, so culturally they are quite similar. (Which can be also seen in similarities in Scandi knives and Puukkos) Not to mention that the area of modern day Finland was ruled by the Kingdom of Sweden for ca. 500 years. Nonetheless the linguistic and deeper historical connections are to the East.
https://s-media-cache-ak0.pinimg.com/originals/2b/98/c3/2b98c3c08467913859fc5a7854d86c01.jpg
There are some distantly related Fenno-Ugric tribes in the Urals, but most of the NW areas of today's Russia used to be inhabited by more closely related Finnic tribes. Actually the origins of Russia can be traced to the Slavic and Finnic tribes who in 860s asked some Varangians (Vikings from area of modern day Sweden) - Rurik and his brothers - to come and rule their lands. Probably they wanted peace, but couldn't accept a leader from any of competing tribes, so an outsider was considered as a good compromise. Rurikid dynasty founded Novgorod, Kievan Rus and later Grand Dutchy of Moscow and Tsardom of Russia. Many of the Finnic tribes in Russia got later assimilated into the Slavic culture and finally Stalin's purges and deportations destroyed most that remained.
The Saami people who inhabit parts of the northern Scandinavia, Finland and Russia are well known for their knives (Stuorra niibas/leuku and unna niibi/puukko). It would be interesting to also find out about puukko styles used by Finnic peoples of Russia. There must be some archeological findings and maybe even traditions that have continued to this day.
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