I heard interesting comment in one of newspapers I was reading, proposing a closer union between Baltic countries, Poland and Scandinavia.

The argument was that these countries combined have roughly the army spending around half of Russia spending.

And to be frank, you should be quite worried about Russia doing the invading iff:

* you have significant russian minority * your population can speak russian * you border Russia * you have been part of USSR

Therefore, I could see baltics pushing for closer cooperation.