Has anyone ever come across 1/35 figures from the Winter War in early 1940? I've never seen anything Finnish and any Soviet figures I see come from the time of Barbarossa or later. Any ideas?

ICM do early war Soviet troops which would be suitable, so do Svezda. Trumpeter do a set of Soviet Ski troops that would be easily converted to Finns.

Wolf did a Red Army AT rifle guy a long time ago.

But you don't need figures specifically designed for the winter war. Red Army uniforms in 1939-40 remained unchanged till early 1943.

So any figures with greatcoats, no shoulderboards and no standing collars would do. Someone (I forget who) did the Budinovka (pointed winter hat) in resin.

The Alpine set of Red Army tankers with the hip-length leather coats would be perfect for the finnish war. There's a similarly-outfitted guy in the Zvezda crew set.

Hope this helps a bit.

I'm not saying the Trumpeter winter soviet set couldn't be used, but it looks quite tricky to convert.
http://www.hobbylinc.com/htm/tsm/tsm00414.htm
The headgear will cause the most trouble (different hood, no helmets etc.), and I think they could use some other kind of footwear.
Can't comment on the quality of the set though, I've never peeked inside that set (yet). At least there's Mosin-nagants in the set.

Dragon makes a couple of sets that are good starting points.
I remember two, "German ski troops" (#6039) and "Winter combat (eastern front 1942/43)" (#6154).
The first will be a bit easier to modify since the figures actually have snow suits, but the latter won't be overly hard either, the usual Y-straps and other german features need to be removed from the suits to represent Finns.
Of course, with these, you'll need to source the weapons elsewhere, but fortunately most of the weapons needed are readily available.
If needed, Suomi submachine guns are available in both white metal (by Wiking-models & Combat accessories) and styrene (in Dragon's German infantry weapons set 2, #3816)

Edit:
I dug up a few sites which might be of help.
http://www.winterwar.com/mainpage.htm
http://tothepast.net/2007/04/22/winter-war-1939-1940/
http://www.politicsforum.org/images/war.php
http://www.sixthscalebattle.com/custom4.html
http://www.militaryphotos.net/forums/showthread.php?t=20442
http://www.efour4ever.com/m31.htm
http://libraryautomation.com/nymas/Changjinjournal050222.html

Thanks very much! I looked up the various sets that were suggested. After seeing the Trumpeter set, I was reminded of the Dragon German Ski Troops, as well.

Really, a Winter War diorama is in the early planning stages (It's been there for the last twenty years, actually). However, your tips could get it heading down the road to fruition.

Squadron.com has 3 sets of winter war figures. I used Finnish as the keyword.Hope this helps....Vince

I'm almost a month late now, but I hope this is of still of some help.
About those figures over at squadron.
You mean these?
http://www.squadron.com/ItemDetails.asp?item=HG35004
http://www.squadron.com/ItemDetails.asp?item=HG35006
http://www.squadron.com/ItemDetails.asp?item=LC0049

That standing rifle-equipped figure I'm familiar with (in fact, I got one of those), but I had no idea that some company makes a Mannerheim figure.
That set that combines Mannerheim and the Soviet soldier would be suitable for winter war uses (although I doubt they'd fit in the same diorama! )
Too bad the photo isn't very good, you can't see if the figure has a likeness of him. (Is it just me or is the figure clean-shaven?!)

The standing figure is very nice, the uniform is well done, and the face even looks Finnish. The only addition needed IMO, is the rifle strap.

I wouldn't trust the photo on the "box art" (in quotes because my sample was bagged) too much regarding uniform and helmet colors. Also, I don't remember seeing Finnish helmets with decals.

I'm almost a month late now, but I hope this is of still of some help.
About those figures over at squadron.
You mean these?
http://www.squadron.com/ItemDetails.asp?item=HG35004
http://www.squadron.com/ItemDetails.asp?item=HG35006
http://www.squadron.com/ItemDetails.asp?item=LC0049

That standing rifle-equipped figure I'm familiar with (in fact, I got one of those), but I had no idea that some company makes a Mannerheim figure.
That set that combines Mannerheim and the Soviet soldier would be suitable for winter war uses (although I doubt they'd fit in the same diorama! )
Too bad the photo isn't very good, you can't see if the figure has a likeness of him. (Is it just me or is the figure clean-shaven?!)

The standing figure is very nice, the uniform is well done, and the face even looks Finnish. The only addition needed IMO, is the rifle strap.

I wouldn't trust the photo on the "box art" (in quotes because my sample was bagged) too much regarding uniform and helmet colors (variation surely occurred, but check references just to be sure). Also, I don't remember seeing Finnish helmets with decals.
As nice it is, unfortunately it's for Continuation War settings.