All Countries that had territory in the Balkans since 1800
Name every country that controlled a piece of land on the Balkan peninsula since 1800
Balkan peninsula is considered everything south of Danube, Sava and Soča rivers
Islands not included (Such as the British occupation of Ioanian islands from 1815 to 1864)
Not including foreign occupation or puppet regimes during World War II unless it was directly annexed (such as the Government of National Salvation, Italian governorate of Montenegro etc...) and not including Russian occupation of Northern Dobruja during the 19th century
Not including short-lived states during the interwar period and during Yugoslav wars
State Union of Serbia and Montenegro (2003–2006)
Hungary 1941-43, arguably.
French forces in WWI established the Autonomous Province of Korçë. (1916-1920)
Wallachia and Moldavia existed independently until 1859, though it is questionable if Moldavia was Balkan.
As said above Northern Epirus existed briefly during 1914.
The Soviet Union also debatably held territory on the peninsula during WWII during the liberation of Romania and Bulgaria.