Whether by population, territory or economic impact, Estonia, Latvia and Lithuania are small states. In 1940 and 1944, smallness meant forced incorporation into the Soviet Union. From 1991, the Baltic states sat between two geopolitical spaces: one Russian and one European. After years of occupation, the Baltic states were keen to overcome their size and the dangers that are inherent in being small. Thus, in 2004 Estonia, Latvia and Lithuania returned to Europe and the 'West', a position they had held prior to the Second World War. Membership in the EU and NATO provides both opportunities and constraints, yet organizational membership also allows the Baltic states to pursue geopolitical gamesmanship in the post-Soviet area vis-agrave-vis the Russian Federation. Relying on Baldur Thorhallson's concepts of action capacity and vulnerability, we illustrate how the Baltic states have gone beyond what has been expected of small states in international politics by engaging the 'West' to negotiate with the 'East'.