Before the 19th century, the term 'Nordic' or 'Northern' was commonly used to mean Northern Europe in a sense that included the Nordic countries, European Russia, the Baltic countries (at that time Livonia and Courland) and Greenland.
Earlier eras
In earlier eras, when Europe was dominated by the Mediterranean region (i.e. the Roman Empire), everything not near this sea was termed Northern Europe, including Germany, the Low Countries, and Austria. This meaning is still used today in some contexts, such as in discussions of the Northern Renaissance. In medieval times, the term (Ultima) Thule was used to mean a mythical place in the extreme northern reaches of the continent.