Scarcity of resources such as annotated text corpora for under-resourced languages like Albanian is a serious impediment in computational linguistics and natural language processing research. This paper presents AlbNER, a corpus of 900 sentences with labeled named entities, collected from Albanian Wikipedia articles. Preliminary results with BERT and RoBERTa variants fine-tuned and tested with AlbNER data indicate that model size has slight impact on NER performance, whereas language transfer has a significant one. AlbNER corpus and these obtained results should serve as baselines for future experiments.