www.bahn.de will tell you about train fares between Amsterdam and Hanover.

www.nsb.no and www.sj.se should list train fares between Norway and Sweden - you can then check this against fares listed on skyscanner.net or amadeus.net or on airline web sites.

I can't remember which ferry companies run between Stockholm and Helsinki but Google should know. Once you've checked fares on their web sites see above advice re Skyscanner/Amadeus/airline web sites.

Same advice re flights from HEL to LON - if you can't find anything cheap you could always look at flights from TLL which is just across the water.