The watercress-egg salad recipe linked above is similar to a type of egg salad sandwich served at Harrods in London (where it is also known as an "egg and cress" tea sandwich). There are many other variations on egg salad sandwiches (or "creamed egg sandwiches" as they are sometimes called in England), such as dill egg salad finger sandwiches (pictured here) and healthy egg salad tea sandwiches.
The smoked salmon tea sandich recipe above is made with dill and horseradish. Other variations include salmon and herbed butter tea sandwiches (pictured here), smoked salmon and cream cheese tea sandwiches and salmon and caper finger sandwiches.
Although pumpernickel is very traditional for smoked salmon finger sandwiches, you can also use whole wheat bread or other types of bread if you'd prefer.
Chicken salad tea sandwich recipes, such as the sesame chicken tea sandwich recipe linked above, are a very popular type of finger sandwich in America. You can modify most chicken salad sandwich recipes to make them into delicious chicken salad tea sandwiches.
Sliced ham and roast beef are often paired with apricot jam or chutney and served on a hearty bread (such as rye or pumpernickel) or a sturdy bread (such as a sliced baguette). Ingredients like mustard, horseradish or watercress can provide a savory-sweet balance for these types of tea sandwiches.