How the Finland thing began:
The premise of "Conan O'Brien Hates My Homeland" is that O'Brien, in an effort to find out where else the show is being aired without his knowledge, reads fast-paced insults of each of the nations of the world in alphabetical order, with the expectation that angry mail will come pouring in from offended viewers in countries where the show is broadcast.
An announcer on the Finnish entertainment channel SubTV, which airs the show a couple of days after it is aired in the USA, asked people to defend Finland before Conan got to insult it, and the viewers in Finland began sending mail before the bit had even gotten to the letter F. Conan responded by assuming the Finnish "just couldn't wait" to be insulted and officially insulted Finland in the segment. An overwhelming number of postcards were supposedly received, which apparently "forced" Conan to
http://www.youtube.com/watch?v=qoosdJmR27Q">give Finland a formal apology:
In 2006 the Finland antics increased. While talking to fans before the show, Conan met two Finnish fans who commented that he resembled their President, a woman named Tarja Halonen. Amused that his show was even airing in Finland, Conan made frequent references to his resemblance to Halonen, even putting her picture beside a live feed of his head. Upon learning that Halonen was running for reelection, Conan went so far as to film a segment of the show which took the form of a campaign commercial for the President. When Halonen won she jokingly gave O'Brien part of the credit and offered to meet him if he ever came to Finland. This inspired an episode where Conan did travel to Finland where he was given a heroes welcome at the airport,
http://www.youtube.com/watch?v=oPVnNNKE-Js">met with Tarja Halonen, participated in Lapplander folk rituals, and sought out an ordinary Finnish fan who had written a letter to the show.