The figure above comes from the an article in The New York Times, The Genetic Map of Europe, which draws from a new paper, Correlation between Genetic and Geographic Structure in Europe. The authors sampled 2,500 Europeans across 300,000 points of genetic variation, then extracted out the components of that variation, and plotted the individual data points along the two largest independent dimensions. You note that various samples tend to cluster geographically with each other; i.e., Finns tend to cluster with other Finns, Italians with Italians. This makes sense since Europe hasn't been a random mating population, most people found mates from local regions. Sandman, Genetic Future and Dienekes have extensive comments so I'll leave it at that. But, below the fold I've taken a less stylized figure, which shows all the individuals sampled as points, and added some labels to give you a better geographical intuition.
I predict that deeper analyses of other regions will result in the same trend; geography determines genetics...most of the time. But, I think the the exceptions, such as the Finns, will warrant closer examination and are interesting.