Albania:
Last year the US State Department warned American citizens to avoid Albania saying "organised criminal gangs are endemic to all regions; gangland-style assassinations and street fights can erupt without warning".
The State Department has also identified Albanian organised crime as major players in global heroin trafficking.
This means that the gangs, who are the effective power in large parts of the country, have networks for moving money, people and goods around the world.
But the proximity of US and Nato forces in this region of Europe, the government's recent record of co-operation with the West and the lack of a militant Islamic tradition in the country make Albania an unlikely option.
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South America:
A still less likely possibility is that Bin Laden might move to a country or region under the control of drug-funded rebel groups who see themselves, like Bin Laden, as being at war with the US.