Remembered something from the time when I was working for the railways:
I had a right to grant anyone a right to travel without a ticket, as long as there was a very good an exceptional reason for that. Used it only once, when someone had been robbed and they could prove it. He was let to go to his home, 600 km away, by train for free.
Different countries have different systems, but in Finland it would not be far-fetched to actually hitchhike in a train by politely asking the conductor on the platform before boarding. Just tell about your trip and its goals. Your success rate with that will be maybe 5 %, but it is more than zero!
If you’re anyhow at a railway station around the time a suitable train is leaving, it definitely won’t hurt to try your luck!