In one video a man said to be Saari fires shots close to the camera
Finnish investigators say they are studying a possible link between this week's massacre at a college and another less than 12 months before.
On Tuesday, Matti Juhani Saari, aged 22, shot 10 people in Kauhajoki, before turning his gun on himself.
Last year, Pekka-Eric Auvinen, 18, shot eight people and himself in Jokela.
Investigators say the two killers had bought their guns in Jokela, possibly even at the same shop. They also could have been in contact with each other.
Auvinen apparently selected his victims at random
"Their actions seem so similar that I would consider it a miracle if we did not find some connecting link," chief investigator Jari Neulaniemi was quoted as saying by Finland's STT news agency on Wednesday.
Mr Neulaniemi also said the two shooters' gun licences indicated that the weapons had been bought at the same store in Jokela.
Investigators declined to provide any further details.
The new information adds to the growing list of similarities between the two shootings: both men posted threatening clips on YouTube before the attacks; both were fascinated by the 1999 Columbine school shooting in the US; both shot themselves in the head.
However, investigators have so far not established a direct link between the two gunmen.
Gun law rethink
The Kauhajoki attack has shocked Finland, with the government now considering tightening gun laws - which are some of the most liberal in Europe.
"In terms of handguns that can easily be carried about, we have to think about whether they should be available for private people. In my opinion, they belong on shooting ranges," Prime Minister Matti Vanhanen said on Wednesday.
Although Finland said it would consider new laws after last year's Jokela attack, no changes have been made and 15-year-olds can still own guns.
The country has a long tradition of hunting and weapons-bearing. An international small arms survey in 2007 estimated a total of 2.9 million firearms held by the population of 5.2 million people.
An investigation is also to be launched into the police handling of the latest shooting and the role of the internet.
Saari was questioned by police a day before the attack but was not detained.
Mr Vanhanen also said authorities would look at whether there needed to be changes in internet monitoring.
"The internet and YouTube forums... are not another planet. This is part of our world and we adults have the responsibility to check what is happening, and create borders and safety there," he said.