Or in other words, how did there come to be so many small countries in Southeastern Europe, instead of the rest of the continent? What makes that area special?
There's a whole pile of them that were unified as Yugoslavia until a little over 20 years ago (which makes them juuuuuust old enough for this sub's rules), when a civil war broke out. Though conflict continued up through the time that this sub regards as "current" and not "history."
(side-eyes the rules I am way too young for my childhood to be history!)
As Macoafi says, a large portion of those countries arose from the break-up of Yugoslavia. Likewise, the area has long been a focal point or religious and ethnic mixing which, combined with its difficult terrain, created fault-lines between races and religions that still exist to this day.
Bosnia was once Croatian but what's called Bosnia was controlled by the Ottomans for a long time, so now they're Muslim and the Croats are Christians. Serbia was once the most powerful Slav country in the region and retrieved it's independence relatively early, but now their Southern region of Kosovo has broken away on religious and perhaps ethnic grounds...they don't wish to be governed by Serbs anymore, they feel that they're a separate people.
What I've just given you is a gross simplification of not even half the countries in the region. Each nation has its own history and people and reason for being and if you really want to understand things I'd pick a new Balkan country every day and just spend an hour reading about it's history. Wikipedia gets a lot of flak, but if you're just looking for an introduction, with references for further reading, it wouldn't be a bad place to start.