Olavi Laiho was the last Finn executed in Finland, on September 2, 1944.
As a Communist himself — Laiho had been imprisoned in the 1930s for his labor agitation — Laiho inclined better to the cause of the other side, and fled to the woodlands near Turku where he gathered intelligence to pass to the Soviets and aided other war deserters. He spent the best part of two years winding towards his date with a military police firing detail after being arrested in December 1942.
While Olavi Laiho was the last Finn executed in Finland, on September 2, 1944, a trio of Soviet paratroopers caught behind Finnish lines were shot as spies on September 3, 1944. Those three men are the last ever put to death in Finland.
Laiho doesn’t technically have the distinction of being the last in all of Finnish history, but he’s the one remembered as the milestone moreso than the Russian paratroopers. Laiho is the last one of the Finns’ own, the last who emerges as an individual with a fate that speaks to the fate of his countrymen in those times. “Through Olavi Laiho, we empathize with the with the story of the first half of the 20th century,” this dissertation put it.
Readers with Finnish proficiency might enjoy the Laiho biography En kyyneltä vuodattanut (I Never Shed a Tear).