Didn't happen in game, looked through the files and couldn't find one.
There is no event if you are playing as Finland. However, an AI Finland has two events (in the ai events folder), the first of which lowers its neutrality, allowing a player Germany to coax them into an alliance. The second AI event has Finland join the Axis shortly after Germany invades the Soviet Union if Germany is also AI. If either Finland or Germany are players, you have to ally 'the hard way.'
Why don't they just make an 'align finland' event just like the hungary/romania/bulgaria events?
True, but as German troops fought on finish soil and the allies declared war on Finland once they'd advanced beyond their pre-1939 frontiers, the best way to simulate it would be for Finland to ally with Germany. I always 'acceptall' them into it but it'd be nice to have a decision to do it 'properly'.I am guessing there was originally supposed to be more to the event chain than that. Finland's Continuation War was somewhat strange. They weren't a formal part of the Axis and their troops operated in a very limited area. They also weren't at war with the Allies either.
They also weren't at war with the Allies either.