I want to hire a car in Malaga (Spain) and drive to Lisbon (Portugal) but I can't find a car rental company that allows me to bring the car between these two countries. Anyone that knows about a car rental company that allowing such a journey? Or would train be the best option?
You can definitely hire a car with the three mayor car rental companies: Europcar, AVIS and Hertz... Although they will charge about 150€-200€ (depending on the company) to leave the car in another country which diferes from the country you hired the car in. That's really unfair, specially if we are all europe, but that's the way it is... Taking a train will save you a lot of money. It depends if you are travelling with more people, then, you can spare the costs among all of you... Check their websites and call the reservations number to find out about the cost of this, because it can be different from one company to another!!!! Good luck!!!!
I would just add that train is not the best option as there´s no direct train and usually being cheaper and faster, though not so comfortable, the bus.
Anyway, here it is a link to spanish railway company http://www.renfe.es