To spellcheck my code in Vim for English/German/Finnish

I think you can setup multiple spelling files in VIM to work together.

set spelllang=en,de

• Read up the VIM pages for configurations (and, if required, creation of new spelling files)
• You may need to fetch some of the .spl spelling files if they are not available in your spell/ directory
• Check specifically, spl files, sug files, spellang, spellsuggest

You can also check Vimchant : Fast on-the-fly spell-checker based on Enchant

Using latexmk, vim spell checking and vim latex-suite
(it also refers to Sourceforge Kile, an Integrated LaTeX Environment)

You use aspell. Granted there's a built in checked in vim 7, but I don't know if it supports TeX. I do know that aspell does.

Here is what I am using in my Makefile to invoke hunspell (notice the -t parameter for LaTeX compatibility):

spell-check: $(FILE).tex
    hunspell -d en_GB -t $<

You have to check the available dictionaries on your system (on my Ubuntu I used 'locate .dic'). And I suppose you can create a macro in vim to call this specific command.

Edit:

Hunspell has its own dictionaries (see the list of hunspell dictionaries), and you can use myspell dictionaries as well, as hunspell is based on myspell