In Helsinki there's a shop called Ruuturouva (Fredrinkatu 16) which is quite good, they don't always have a lot of stuff but I found a really cute Jil Sander dress there once and they have a lot of nice jewelry.
Play it again sam (Rauhankatu 2) is good if you're looking for clothes from a certain era, '60s, '70s etc.
Also Ivana Helsinki (Merimiehenkatu 22) and Nanso (Mikonkatu 2) are good for the vintage look.
Hope this helped!