I would try various national chains for one-way rentals (Avis, Hertz, Budget, etc). But some of those don't allow their cars on the ferry.

If it were *me* I would do two local rentals - one in Anchorage and return to Anchorage then one in Juneau and take the ferry to Haines, as Gardyloo stated.

Driving back to Anchorage is a "waste of time" but driving all the way from Valdez to Haines is not?!?

You can take a ferry from Valdez to Whittier and see the VERY scenic Turnagain Arm on the way to Anchorage. Then fly non-stop from ANC to JNU. I would leave at least 3 nights for Juneau, depending on your activities. Also leave a minimum of 3 nights for Denali (maybe more if you are hikers or photographers). Two nights minimum for Kennicott and McCarthy. Then another 2-3 nights in Haines, plus various travel times. It will easily use up 3 weeks!