As much as Europe is heading towards political federation, it will never happen because if you add all the Balkan states to the EU, you are just going to end up with the issue that Yugoslavia was in during the late 80s. The Croatians will never accept the idea of the Serbians having more power than them in the European Parliament.
And the Canadians would NEVER opt for Union with the US. The Quebec independence movement would explode again!
Long story short, you can never have a NATO composed of a unified North America and a unified Europe. The internal struggles are too great to deal with.
You do know that OTL, two of the Balkan states are already in the EU, and the rest are working towards joining? And all these states have piddly power compared to France, Germany, and the UK (to say nothing of Italy, or even Poland)?