Lithuania
Hill of the Crosses at Siauliai
Trakai castle
Vilnius castle
Vilnius - secret police headquarters and holding cells in the soviet era - opposite Lithuanian Parliament building in Vilnius
Stalin World - sorry I can't remember the name of the town, about 1.5 hours drive south west of Vilnius ?Drushinskaya or something similar?
Latvia
Rundale Palace - close to the Lithuanian border
Occupation museum in central Riga
Jewish history museum in Riga
Former internment/concentration camp at Salaspils just east of Riga .. very difficult to find (possibly deliberately) but is horrifying by its isolation and the ticking metronome to represent the heartbeat of those individuals who passed through it.
The 'In your pocket' guides - on sale in hotels or via the web for Lithuania and Latvia are very helpful.
Riga