Which side was Finland on during the Second World War? Were they with the Axis

Powers or the Allies? I'm a bit confused where Finland stands in WWII history, but this is what I know:

- Finland fights the Soviet Union in a "Winter War" which precedes the Second World War
- Finland and Nazi Germany fight the Soviet Union to conquer Leningrad (St. Petersburg)
- Finland and Nazi Germany fight each other on Finnish soil

And somehow at the end of the Second World War Finland isn't occupied by the Soviet Union and remains independent!

So whose side were the Finns on in the war, and what were they fighting for?
 
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