I believe Naxos has a recording of that piece.
Have you searched on Amazon? What about allmusic.com?
I did check all the usual suspects before posting here including Naxos and didn't specifically see the Finlandia there, although I do remember a Naxos disc of Kajanus conducting some of the symphonies, but I will check again. Thanks.
I just have Ashkenazy, Karajan, and Davis. What about the Kajanus is particularly interesting to you, if you don't mind me asking?
I have some very similar recordings I suspect

, but Kajanus is a special case. Kajanus was responsible for many of the first recordings of Sibelius' works. He was a friend of Sibelius and worked very closely with him, they even toured together as conductors at one point. Kajanus also commissioned several works from Sibelius. Kajanus' interpretations are believed to reflect Sibelius' thoughts extremely closely and thus provide unique insight into these works.
While I know which symphonies Kajanus recorded, finding out which other Sibelius pieces also he recorded has proven a little trickier - to the point where I'm not sure that he did record the Finlandia in particular. I was hoping someone might pop up with it. Given what the piece Finlandia represents and the importance it acquired from a nationalistic point of view, it would be intriguing to hear Sibelius' own view (well almost).