This chapter discusses the differences and similarities in the labour movement's main political ritual, the May Day celebration, in Finland and Sweden, against this historical background from the onset in 1890 to the mid-1960s, with an emphasis on the periods before and between the wars. It was also the party that took the lead in the making of the May Day tradition, not the trade unions. Finland then became a self-governed nation under the supremacy of the Russian empire, which had profound effects on the emergence of the Finnish labour movement and its May Day traditions. In Sweden in stark contrast, the May Day tradition successively evolved with the reformist orientation of social democracy. Historically Finland used to be a part of Sweden, generally called the Eastern half'. In 1809 Sweden lost this territory to Russia. The developments have left an indelible mark on the Finnish May Day tradition, which lives on today.