Bikes can be brought by bus and train. (Inter)national busses will charge 1 or 2 euro for it, just as with other luggage items. Drivers/conductors might have trouble with the bike (which takes too much space, is in the way while it’s high season, etc.) It might be worth your while to go to the bus station some days in advance (if possible) to make sure the bus driver whos will drive the route, is prepaired to take your bike.
On Serbian railway ticket for bike costs €10 euro, but over the border Macedonian conductors tend to make trouble about it. Perhaps you can make them happier by wrapping your bike up in some cloth or take out the wheels to make it more of a ‘clean package’. In all cases, just insist. Say you are already far on your way and just have to bring your bike, show your ticket, be friendly, insist and it will work out.