Estonia has jailed three cigarette smugglers who were convicted of spying for the Russian special services, authorities said Tuesday, the latest espionage incident amid tension between the West and Russia.

The Baltic state and neighbors Latvia and Lithuania -- all EU and NATO members -- have been spooked by their Soviet-era master Russia's actions since it annexed Crimea from Ukraine in 2014.

Russia on Saturday freed Estonian officer Eston Kohver jailed for spying last month, exchanging him for a Russian spy in a Cold War-style bridge swap just days before President Vladimir Putin's visit to the United Nations.

Kohver, who was sentenced in August to 15 years in jail on espionage and other charges, was exchanged for Aleksei Dressen, a former Estonian security official serving a 16-year sentence for spying for Moscow, the FSB security service said in a statement.

Two of the U.S. Air Force's most advanced planes, F-22 Raptor stealth fighters, made a landmark visit to Estonia Friday, the first time the state-of-the-art aircraft have visited former Soviet territory.

The visit comes as tensions are running high with neighboring Russia over its role in the conflict in Ukraine.

Estonia on Thursday said it would build a fence along its eastern border with Russia to safeguard its security and to protect the EU's passport-free Schengen zone.

Interior ministry spokesman Toomas Viks said construction would begin in 2018.

The United States on Wednesday called on Russia to release an Estonian intelligence officer who was sentenced to 15 years in prison for spying and weapons possession, calling the charges "baseless."

The sentencing of Eston Kohver, an officer for Estonia's KAPO internal security service, came in a court in Russia's western Pskov region, which borders Estonia.

Russia on Wednesday sentenced an Estonian intelligence officer to 15 years in jail, drawing ire from the EU after Tallinn said he was kidnapped at gunpoint on its territory.

A court in the western Pskov region, which borders Estonia, sentenced Eston Kohver on charges of spying, weapon possession and illegally crossing the border, his court-appointed lawyer, Yevgeny Aksyonov, told AFP.

Finnish police said Saturday around 30 people were arrested after violence erupted at a Neo-Nazi march in central Finland.

The small protest by the Finnish Resistance Movement, a national socialist group, was relatively peaceful until some participants began targeting passersby and hindering police work,  police said in a statement.

Russia's Prosecutor General is reviewing the legality of the independence of the three Baltic countries from the Soviet Union, a spokesman said Tuesday.

The move drew a furious reaction from Lithuania's President Dalia Grybauskaite, who said, "No one has the right to threaten" our independence.

Estonian Prime Minister Taavi Roivas on Tuesday urged allies to send over more troops to the region, calling on Germany to take the lead in the effort amid security fears over Russia.

"Estonia sees that a more long-term stationing of European allies in Estonia and the Baltic region could be led by Germany," Roivas said after meeting with German Defense Minister Ursula von der Leyen in Tallinn.

Estonia's President Toomas Hendrik Ilves has called for NATO to send more troops to his country to counter the threat posed by increasingly assertive neighbor Russia, a report said on Sunday.

Ilves told Britain's Daily Telegraph newspaper that Estonia was "part of a group of countries who are mentioned in a threatening way" by Russia and that the military alliance, which Estonia joined 11 years ago, should set up permanent combat units in his country.