Before flying to Estonia last January, I didn’t know much about that nation’s cross-country skiers aside from their names—and their medal records. Jaak Mae, Andrus Veerpalu, and Kristina Smigun-Vaehi—between the three of them, seven Olympic and 10 World Championship medals. Not a bad record for a country with a population of 1.3 million, or the same as the state of Maine. But while Scandinavian stars like Petter Northug and Marit Björgen blend a certain appeal,...