In Tampere you could try Citymarket or Prisma. They usually have a small shelf for American snacks.

You can also visit http://www.behnfords.fi/

They are located in Helsinki, but also have an online shop.

You can order some American candies (ex. Sour Patch Kids and Wonka for sure) via the British Amazon site:

www.amazon.co.uk

They will ship to Finland and probably only charge you "domestic" shipping.

I imagine American candy has no fans in Finland. If I was you, I would give up and get used to Finnish.

Your first mistake was moving to where you did. If all else fails, if the stores don't have american candy, buy it online.