Where to start with this complex topic. Roma appear in most of Eastern and Western Europe, migrated as did any other group to places from Australia to the United States, show physical characteristics tying them to India, perhaps, and linguistic commonalities also stemming from there.
Here, street musicians in Warsaw (not Dan, on the right, however). See them in horsecarts in Romania, scavenging in dumps there, going with great style into a casino, or watching from a dark doorway as hordes of little children clamber over your car, little fingers reaching, until finally you go, "Whtjshhhht!" With your own hands scissoring fast across each other horizontally, "Whjthshhhhstht!" No more. And the adult calls them back, Dan gets out, stays by the car to see no little one is under a tire, and we creep back out, wave a thank you, Dan pops back in and off.
See our site at Gypsies, Roma, Romani and "Zoli", by Collum McCann, a novel based roughly on the life of the Gypsy poet Branislawa Wajs. Read his book, "Zoli," for a view of the Slovakian -Polish experience 1920's-1980's or so.
Then read, "Bury Me Standing, The Gypsies and Their Journey," by Isabel Fonseca, Alfred A. Knopf NY 1995. Ms. Fonseca lived with various Gypsies and in Gypsy communities. Then let it all steep, because there is so much to try to grasp. They have survived.
And look at the surnames. We all may have some in us. Romney, Rom'ni, the names referring to smiths, blacksmiths, coopers, coopersmiths, on and on. Different groups specializing in different trades, music.
And the slaughter, the prejudice. Focus on that. We have gotten nowhere. Sites for these issues are in the Gypsies Roma site.
