I think I would say it's probably closest to Russian considering that Lithuania was once part of the Russian Empire until it's independence in 1918.
You are wrong. The Lithuanians are strange birds. You should know that they didn't convert to Christianity until 1386. So too their language has come through the centuries in archaic form. The supernumerous verbal conjugations required by Lithuanian are only matched by one other living Indo-European language and that is Sanskrit. Sankrit is kept "alive" in spite of its ancientness because it is the sacredotal language of two major world religions. Lithuanian remains magnificently archaic because the Lithuanians were isolated for so long, and then when they did burst out onto the scene of history, becoming the pagan overlords of Slavic Ruthenia, they made their decrees in Ruthenian, not Lithuanian. They kept their language for themselves. When they allied with Poland much of the Lithuanian aristocracy was Polonized. When Lithuanian aristocrats decided to become nationalists a century ago many of them had to learn to speak Lithuanian and undergo the study of well neigh endless conjugations, but the Lithuanian language is not "closer" or "further" to any one Slavic language more than it is to any other Slavic language. The Slavic and Baltic branches of the Indo-European language family diverged long ago, and given the traditionalist bent of the Lithuanians, it'd take a helluva lot more time than a couple centuries of Russian domination to make Lithuanian take on a Slavic form.