It was bounded in north by Gulf of Riga , Baltic Sea and Governorate of Livonia ; west by Baltic Sea ; south by Vilna Governorate and Prussia ; east by Vitbesk Governorate and Minsk Governorate . The governorate was bounded in north by the Baltic Sea , the Gulf of Riga and the Governorate of Livonia ; west by the Baltic Sea ; south by the Vilna Governorate and Prussia and east by the Vitebsk Governorate and Minsk Governorate .