HELSINKI—This week’s 100th anniversary celebrations of Finland’s independence are partly a celebration of survival against the odds.

Even Lenin, who became the first world leader to recognize the country’s autonomy from Russia days after he seized power, didn’t expect it to last long; he calculated Finland would soon succumb to its own Bolshevik revolution and join the Soviet Union. But that revolution failed despite a bloody civil war, as did the Soviet attempt to annex Finland during World War II. Through cautious diplomacy,...