Convenient public transport (or lack thereof) is a key part of combining any pair or few of these countries. Flying is usually fastest, of course. Otherwise, you'll often be dependent on buses run by various local operators. Rental cars cannot cross some of these borders (not without prior permission and insurance to do so; a few years back, AutoEurope could not find me a car to cross any borders between Greece-Albania-Bulgaria-Macedonia). Trains do not run frequently (or at all) across some of these borders.
I'm sure you already know that southern Croatia (Dubrovnik) is not served by rail. Albania has no rail lines to other countries and not much within. Greece has roughly one train per day on the line to Macedonia, one on the line to Bulgaria, and none to Albania or Turkey. See our train fare maps for various regions, and a few additional notes on the related rail info pages. The one- and two-country maps pretty well summarize any train lines that we expected to be of interest to tourists, and which actually had passenger service in 2018. If you see an obvious gap, it's not an oversight, it's a lack of train service.
My goal for the year is to sell at least one Balkan Rail Pass. ;-) Will it be to you?
As usual, DB provides the best way to research train schedules.
Rick Steves Tour of Bulgaria is excellent and also filling fast for 2019. If interested, then I suggest you either join a wait list now for the filled departures or sign up soon for an open departure. After the guide presents his slide show here in Edmonds on Jan. 26, there will be a flurry of interest.
On this 2018 forum thread other contributors have linked up some of Rick's Romania content from around this site.
