Romania is created when Russia declares war on Ottoman Empire and anexed its two sattelites (Moldova and Walachia). There is also a event for Russia that creates Bulgaria.
I don't know if there are similar events for Bosnia, Albania and to recreate Serbia after anexation. Well... In my games, Russia prefer to take some Iraqian provinces than to expand further than Bulgaria in the Balcans.
If you are playing with Walachia, which is a really nice game (as ottoman empire is not a strong great power), and you annexed Moldavia... there are not any event for creating Romania (well... there are no event text for Walachia anyway). And Romania has less national provinces than Walachia or Moldavia, what I think it is an error of the game makers for these countries.
Well... you always can create and event by yourself
If you know how to change events in Victoria, you should try creating these. Just base your event on the commands and triggers of Italy or Germany or Sweden/Denmark and create a event name or a event detail.
I don't know if you create a file in the events folder named Walachia it will work...
I always created unification events (La Plata, for example) using existing files in this folder.