Kaliningrad

Baltic Sea
Kaliningrad is the yellow area just above the right side of Poland

I thought I had a pretty good idea of European geography around the Baltic sea. On the West you have Denmark, Sweden, Germany and Poland. On the East you have Finland, Estonia, Latvia and Lithuania. Also, tucked in between Finland and Estonia, you have a small opening to Russia and Saint Petersburg. But now I find there is a small piece of Russia tucked in between Poland and Lithuania that is cut off from the rest of Russia, and that's where you find Kaliningrad.

Update July 2020 replaced missing Google map with one from Wikipedia.