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Hitchhiking is legal in Finland. Anyhow, there are some places where it is illegal for the cars to stop and some places where it's illegal for pedestrians to stand. Both of these make hitchhiking de facto illegal in these places.  Hitching and stopping at the motorways is forbidden, I recommend hitching onramps (sometimes there might be even a bus stop) or gas stations. Secondly the cars drive so fast that is hard for them to notice the hitch hiker soon enough and to stop. But on the other hand, there are not that many motorways in Finland.