I was able to get from Greece to Macedonia, through Bulgaria to Turkey, and then back into Greece with a rental. Illegally, and unbeknownst to me, I might add!!!

When trying to go to Macedonia a second time, however, I was nailed at the border. The rental car company said "no way!" and I was stuck taking the train.

Renting from Sixt in Croatia, however, was less restrictive. I was able to go to Bosnia and Herzegovina, Serbia and Montenegro. I think Albania was a no-no, as was Macedonia. It was all spelled out clearly in the terms on the website.

Bottom line: Read the fine print. Each company's site will tell you where you can and cannot take your rental. Sixt is a German firm that exists in Eastern Europe, so you might have better luck with them. Also, it's essential that you have the "green card" which is documentation of the car's ownership, the fact that you're renting it, etc. That makes things go much faster at certain borders.

Good luck, and happy driving!
big V