Across all the European countries fighting in WWII, only three national capitals were never occupied: Moscow, London, and Helsinki.
During World War II, Finland was in many ways a unique case: It was the only European country bordering the Soviet Union in 1939 which was still unoccupied by 1945. Of all the European countries fighting, only three European capitals were never occupied: Moscow, London, and Helsinki.
It was a country that sided with Germany, but in which native Jews and almost all refugees were safe from persecution. It was the only co-belligerent of Nazi Germany that maintained democracy throughout the war. It was in fact the only democracy in mainland Europe that remained so despite being an involved party in the war.