The nation of Finland has never been an independent sovereign monarchy: no attempt to establish a fully-fledged Finnish monarchy has been successful. When it finally became established as a modern independent nation-state, it was - despite a very brief flirtation with monarchy - in the form of a republic. The only royal person buried in Finland is the wife of King Eric XIV of Sweden, Queen Karin Månsdotter.
Early developments
There are no records of ancient kings of Finland, but it is likely that various tribal leaders may have held the title of king. Finland has been part of monarchical states as a sub-unit of a monarchy based outside Finland proper. After the 13th centurySwedish conquest, Finland was part of the Kingdom of Sweden, nominally as the Duchy of Finland, with some brief feudal characteristics in the 16th century. Elevation of Finland to a Grand Duchy in 1581 had no effect on the stately position. King Charles IX of Sweden briefly used "King of Finns" as part of his official titulary during 1607-1611, although this had no impact on the official status of Finns or Finland.
In December 1917, Finland declared independence from Russia, in response to the October Revolution in Russia. The internal unrest in the country soon descended into an open civil war between the Reds and the Whites. In the end the White side emerged victorious. During the war, the Whites had been supported by Imperial Germany, and in an effort to cement the alliance with Germany, the Finnish parliament, now purged of socialist members, elected Prince Frederick Charles of Hesse as the King of Finland. Before Frederick Charles could move to Finland, however, the collapse of the Central Powers made the idea of German-born Finnish king untenable and he declined the throne. After new elections, the parliament, now again composed of representatives from all political parties, adopted a republican constitution of 1919 which was in effect, with numerous modifications, until 1999 and the basic structure of which is continued in the current Constitution.
Monarchy today
In June 2014 there was a suggestion for reinstituting monarchy by some members of the Finnish National Coalition Party for the party's general assembly. While the proposal failed to garner any meaningful support, it got some national media coverage, which discussed the proposal mostly as a comic relief.