The list is rather short for Germany's allies, with Italy, Japan, Hungary, Romania, Bulgaria and Yugoslavia.
Aside from Finland already mentioned, there is Thailand, Iraq and San Marino, who allied with Germany, but did not sign the Tripartite Pact. San Marino declared war on the Allies in 1940, but the Allies didn't declare back. These four were generally not considered that bad in terms of atrocities.
There were other countries aligned with Germany, though that was the result of being puppet-states.