One-way cross-border rentals are hard in Europe in general (not an EU thing!), as you are traversing different, independent, unrelated countries with their own laws, regulations and rules. The only way for a car rental agency in country A can recover it from country B is to have a driver drive it back to country A. In most cases, they are *not allowed* to rent out a foreign-plated car in any countries.

To top it off, Balkans in general is less regulated and more prone to scams and vehicle theft. Albania is basically where most stolen cars in Europe end up. So, yeah...

The absolute best thing you can do, if it fits your plans, is to take advantage of the weird shape of Croatia, as mentioned earlier in the thread. You could rent in Zagreb, drive through Bosnia, Serbia, Macedonia, Romania, Bulgaria, even Greece, through Albania and Montenegro, and return the car in Dubrovnik, back in Croatia. That way you only pay an in-country one-way fee, which will be like 100-150 Euros.

You will have to list all the countries you want to go to to your rental provider, and there's likelihood they will either charge you more (for additional insurance cost), or not allow you to go to certain countries at all.