According to
this article on mediabiz.de, Finland supported its game development companies with 6 Mio Euros (== 8.9 mio US$) alone in the year 2007. All other EU countries only spent 21 Mio. Euro together.
I'm thinking about emigrating anyway in the near future if our
political problems are not taken care of soon, so maybe Finland would be a nice canditate although it is a member of the EU as well. Hm.