The Republic of Macedonia has a rather idiosyncratic visa regime, requiring visas from several nationalities who can freely enter all of its neighbours, even if they are only transiting through Macedonia. Visas are not generally available at the border. I have come across several travellers who have learned this the hard way, by being turned back when trying to enter the country by train.
From today Canadian travellers can stop worrying about this issue, as they no longer require a visa to enter Macedonia for tourist purposes, joining the EU, USA, New Zealand and several other nationalites with this privilege. Australians, however, still require a visa. The full list of countries appears on the Ministry of Foreign Affairs website.