Africa cross-border travel's not quite as easy as in the EU but you can cut corners.
If you're traveling in West Africa, consider getting a Visa Touristique Entente (VTE) which covers Benin, Burkina Faso, Niger, Togo and Cote d'Ivoire all in the one document.
It costs around $50, is valid for up to two consecutive months and should save you time and money.
Embassies of Benin seem to issue these with the least amount of hassle, although theoretically they're available from any of the countries' embassies.
... But your car will need papers
If you plan to drive a hire car through Africa you may well need a carnet de passage or a triptyque (the former is for entry to multiple countries, the latter to one), although neither is required for Morocca, Algeria and Tunisia.
Carnets are issued by national motoring organizations and act as a guarantee that import duties will be paid if a vehicle is taken into a country and remains there.
Hire companies won't issue you with a carnet unless they have proof you can afford any duties, so you'll need insurance to cover this.
Some southern African countries don't demand a carnet, although they'll insist you buy a Temporary Import Permit at the border.