Governments fear they could see thousands of refugees cross from former ruler Russia – the focus of long historical mistrust – and Belarus. Concerns have grown since around 6,000 asylum seekers crossed into Finland and Norway from Russia last year.
Latvia and Estonia have begun to fence off their border with Russia. Security concerns also played a part after Russia annexed Ukraine's Crimean region and accusations an Estonian security officer was kidnapped on the border region in 2014.
Hundreds of Lithuanian border guards, police and soldiers started an exercise this week over handling a border crisis. The reintroduction of ID checks on part of the border with its northern neighbor Latvia will also be tested at the exercise.
"Until last year, neither Norway nor Finland had any migration problems on the Russian border," commander of the Lithuanian state border guard Renatas Pozela told Reuters. "Then migrant flows on that border jumped up in a single week, as if by the wave of a magic wand."
As controls tighten over the direct route from Greece into continental Europe, the route through Moldova, Ukraine and into the Baltic may become more popular, officials say.
Estonia is installing surveillance devices, such as those already on the Lithuanian border with Belarus, to thwart both smuggling and illegal migration.
"It's unfortunate that we would need that (a border fence)," said Ojars Eriks Kalnins, a member of the Latvian parliament European Affairs Committee. "But given the circumstances in Europe right now, the whole refugee crisis, it may be necessary."
So far the number of refugees has been a trickle.
Finland criticized Russia in January for allowing asylum seekers across their Arctic border, after their numbers at the major Salla border crossing reached 20 per day.
About 5,000 asylum seekers arrived in Norway in 2015 via Russia, out of the total 31,000 asylum seekers that came last year.
But the flow of migrants from Russia to Finland has halted in March, according to Finnish border guard.