Dutch journalists captured footage of a Russian soldier on a ship in the Baltic Sea that's officially used for research.
The fleet of Russian "ghost ships" includes both military and civilian ships and reportedly has the goal planning acts of sabotage against the Nordic nations.
The embassy received three letters on Thursday, one of which contained a powder, the RIA news agency reported.
Russia would also bolster its defenses after Finland, which shares a 1,300-km (800-mile) border with Russia, joined NATO.
The announced deal comes shortly after a similar deal for Israel to provide Finland with the David's Sling air defense system.
Moscow said it would keep a close eye on any NATO military deployments to Finland and respond accordingly.
Finland's announcement came immediately after admission to NATO was granted.
None of the five people Reuters spoke to sympathized with Finland's decision to give up its neutrality because of Russia's military campaign in Ukraine, also a neighbor of Russia.
Finland's accession roughly doubles the length of the border that NATO shares with Russia and bolsters its eastern flank.