Sometimes the rental companies allow one-way rentals between countries in Europe, and sometimes not. The only way to know is to try to price it out and see what comes back.
As far as round-trip rentals go, different companies have different rules. It's very important to read the terms and conditions of the company you plan to book with (i.e. "the fine print") to understand what their rules are, if any, around cross-border rentals.