Finland was technically neutral.
They fought against the Soviet Union when they refused to give up their land for the Soviet's defensive needs. Stalin lost a large quantity of men trying to capture the Finnish province. Skilled Finnish troops used skis to skirmish poorly prepared Soviet infantry, (who ironically suffered from Finland's cold climate as well.
Sadly they were overwhelmed by even better Soviet troops and failed to hold the province.
A good special unit would be a Ski Infantry that recieves bonus movement and attack in snow tiles, but loses health to forest tiles due to running into them.