The Balts actually slaughtered their own Jewish populations before the Germans even passed through.
Snow, there were many different peoples of Europe who engaged in rampant anti-Semitism before the Nazis invaded. We blame the Nazis because they ramped it up and brought it to unthinkable levels, but in many cases they were inciting prejudices that already existed. The Baltic states aren't some glaring exception to the rule in Europe. If you want that, you should look at Denmark.
http://en.wikipedia.org/wiki/Rescue_of_the_Danish_Jews Sad, but true.