I've never seen once in Finland. When I lived in the UK I'd never seen one in the wild either, for that matter.

Germany, Austria, Slovakia, Switzerland. We saw very few when we were living right next to a forest. In a city, it meant you either have bad neighbours (could be a construction site across the street), or your place is filthy :)

Friends at university said they have plenty in dorms, but a visit made it self-explanatory.

I've read yesterday that in some cities you have to inform authorities if you see a cockroach, and that's a law.