(Just shooting in the dark here, and uncertain of time-frame, but...)
Russia *somehow* establishes a dynastic claim to, and takes, Denmark... demands the return of the Scania region from Sweden. Sweden refuses, war ensues, Sweden is defeated, Denmark (under Russian rule in a personal union) is restored to its "historical borders". In the ensuing peace treaty, the Swedes are forced to accept terms which effectively vassalizes them to Russia.
Russia now not only has a few warm-water ports, but has complete control over the entrances to the Baltic, most likely has Norway (I presume in a personal union to the personal union
), and has turned the Baltic into a Russian lake...
Again, no idea how this could actually happen...