Two decades of self-declared commitments, and Roma communities across Southeastern Europe remain at the margins of public finances’ agendas. National Action Plans and targeted strategies have promised radical inclusion, yet it remains a challenge to translate these into functional, adequately funded interventions. This paper explores the persisting gap between policy intentions and actual public expenditure for Roma and Egyptian communities, focusing on Albania and comparative evidence from Serbia, North Macedonia, Bulgaria, and Romania. Based on a mixed-methods approach and longitudinal information (2016–2024), analysis covers budget allocations in key domains such as housing, education, employment, health, and civil registration. The following are discovered to be chronic misalignments in between planned and incurred budgets, dependence on donors, and ineffective monitoring systems. Albania has improved but still experiences implementation hitches and limited fiscal accountability. The paper covers a significant gap by providing the first comparative review of Southeast European Roma inclusion plans from the perspective of fiscal governance, offering practical recommendations to improve inclusive, evidence-based policy making.