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The Baltic Provinces consisted of the historic regions of Courland , Livonia , and Estonia which border on the eastern coast of the Baltic Sea. They were conquered by Russia in the 18th Century , mostly during the Nordic War ( 1700 - 1721 ) from Sweden , and became the independent countries of Estonia and Latvia in 1918 .

In some context, the province of Ingermanland on the far-eastern coast of the Baltic Sea or, more rarely, the province of Kovno in the present-day Lithuania is also included among Baltic Provinces. The latter became part of Russian Empire during Partitions Of Poland in late 18th century and became a part of independent Lithuania in 1918 .