"You realize Bertha Jorkins has been missing for over a month now? Went on holiday to Albania and never came back?"
-- Percy Weasley (GF5)
Wormtail here, who had faked his own death to escape justice, was driven out of hiding by those he had once counted friends, and decided to return to his master. He sought me in the country where it had long been rumored I was hiding . . . helped, of course, by the rats he met along the way. Wormtail has a curious affinity with rats, do you not, Wormtail? His filthy little friends told him there was a place, deep in an Albanian forest, that they avoided, where small animals like themselves had met their deaths by a dark shadow that possessed them. . . .
-- Lord Voldemort (GF33)
Albania is a European country located along the coast of the Adriatic Sea. Not long after Hogwarts was founded, the country inadvertently played a part in wizarding history when Rowena Ravenclaw’s daughter Helena stole her mother’s diadem and ran away to Albania. Though she later returned to Britain, the diadem remained hidden in a hollow Albanian tree, presumed lost for all time (DH31).
A thousand years later, Tom Riddle convinced Helena Ravenclaw – now better known as the Grey Lady ghost at Hogwarts – to give him the location of the diadem (DH31). He hunted it down and, killing an Albanian peasant (BLC), turned it into a horcrux. After his first defeat, Voldemort returned to these same woods to lie low until he was able to return (DH31).
In the summer of 1991, Professor Quirrell, then the Muggle Studies teacher at Hogwarts (BLC), happened across Voldemort in his hiding place in the Albanian woods. It was here that Voldemort convinced him to work for him and take him back to Britain in search of the Philosopher’s Stone. When that quest failed, he returned to Albania to hide in the woods once more (GF33).
Finally, after Voldemort waited for nearly two more years, Peter Pettigrew tracked him down in the Albanian forest. They were lucky enough to come across Bertha Jorkins, who was visiting her second cousin in Albania, and get information they needed from her before finally departing the country for good (GF33).
The poet George Gordon "Lord" Byron spent a great deal of time traveling in Albania and it inspired one of his most famous poems, "Child Harold's Pilgrimage."
After World War II, Albania became a Communist country, and by 1967 it was the first self-proclaimed atheist state. Most of the churches were destroyed or closed down.
Albania was a good hiding place for Voldemort. It was remote, rugged and far away from Dumbledore.