Atlanta to Europe via Delta. Then take a discount airline into St. Pete or Moscow.
But that skips Helsinki.
Helsinki does not have nonstop flights to Atlanta (Finnairīs only US destination being New York), but does have a lot of services in Europe.
Train trip from Helsinki To Moscow is feasible as mentioned, but Moscow is still in Europe. Reaching Asia by rail is certainly feasible, but you are looking at 24+ hour train trip and perhaps uninspiring destinations in Urals or, depending on your preferred definition of Europe, in North Caucasus.