Is there one sim card supplier that I can use for Baltic States, Poland, Hungary and Albania
The Dutch Vodafone SIM (buy on eBay) will cover all of them except Albania (covered but with very expensive roaming).
You can buy another SIM when you get to Albania, probably for cheap:
You might look into the Orange holiday card. I've only used it in France but I believe it's designed for traveling through multiple countries. I crossed into Italy briefly and received a message about rates in Italy - but I wasn't staying and didn't pay much attention.