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It is fairly easy to travel around Europe without using a car or a plane. The Baltic is no exception. Depending on the capital you are starting out there are several travel options. Unfortunately, depending on where you are a train may not be feasible. For instance, if you are starting at Stockholm, then taking a train through the Baltic countries will not be feasible. If you are starting in Poland, you can get as far as Estonia using a land transportation system. If you are starting in Helsinki, Finland or Stockholm, Sweden then taking the ferry might be the best option. Many of these ferries offer ‘day trips,’ so if you having an extended stay in Stockholm you can travel the Baltic countries using one-way or round-trip ‘day-trip’ tickets.
The ferry line depends on the country you are wishing to visit. It is mainly the Silja line. You stay overnight on the boat and get to use the available amenities on the boat.
You also pay by room. So, if the room can sleep 2, then you only pay one price. The price also depends on which level you stay on, and the size of the room.
Food is not included but there is a wonderful buffet that can be paid for at ticket checkout. I would recommend purchasing in advance for this meal if it is something you want since it can be sold out. However, you are allowed to bring food aboard. So, this means you can buy some meals at the local supermarkets for a budget-friendly trip!
The last time I used the ferry, I traveled to both Helsinki and Tallin, Estonia. For a room that slept two people, breakfasts, and dinner. Both trips tallied about $150 roundtrip for 2 people. Much cheaper than if I were to fly to either of these locations and buy food and hotel.
Additionally, the ferries advertise the round-trip and the day-trip separately. The day-trip is where you only spend 7-8 hours in the other capital. Which I believe was enough to see the sites.
This is the most budget-friendly way to travel around that I have encountered, particularly if you are beginning in Stockholm. Let me know if you have used the ferries and what you thought!