Last year we rented in Rome, dropped off in Venice - going through Switzerland, France, Germany, Austria (and then back down into Italy). I believe we used Alamo for that one.
This year (right now actually, typing from Arles, France
), we rented in Venice (Hertz) and are dropping the car off in Madrid, Spain two weeks later.
Sometimes it's harder to find, but usually there's at least one of the rental companies that will do it... always from the airport for us.
HTH