Here's a material that never ends! I've seen the heavy book version back in my days at the Finnish language camp in Minnesota, but I never knew that the material also exists online. Check out the Conversational Finnish Course by Foreign Service Institute U.S. Department of State, but notice that it's form the 1980's and some of the expressions might be a bit out of date. Such as sending a telegram, sähkösanoma.
See also my post about material for teaching yourself Finnish.