I remember Arjun (Bruahh) had posted a video regarding the Romani and their ties with the people of Punjab a while back on here:
http://bhangrateamsforum.com/discuss/post-mixes-and-video-links/rom-gypsies-meet-punjabi-bhangra/
That thread sparked my curiousity on the topic, so I looked to resources that would divulge more information on how the Romani formed and about their early ethnic ties. I remember reading a few research papers/articles at the time, so I learned a little bit about their background.
From what I gathered, Ramoni were mainly people of northwest Indian origin (mainly Rajputs & Jats) who emigrated to the Europe in the late 13th to early 14th centuries. It is said that they were originally poverty striken/low-caste people (scholars have claimed Sudras). Research also indicates that there were other inhabitants of Indian background already in the Middle East called "Dom" and yet another group of emigrants called "Lom" who lived in Armenia (which is small country close to Turkey & Iran, for those who don't know), who eventually migrated to the West (in various parts of Eastern Europe). Temur might be able to expand on their connection into all of this, but basically they were deemed as being the same group of people later on.
The term Gypsy (often spelled Gipsy) was coined by the Europeans to describe these outsiders, who they initially believed to be from Egypt. Many people consider the term to be derogatory because of negative connotations that eventually became associated with the word. In Europe they had used the term gipsy in conjuction with a person that is dirty, a begger, or a stealer.
Language wise, the Roma community formed their own language which essentially is a mixture of Indo-Iranian & Indo-Aryan (particularly Dardic, which comes from northern Pakistan [Jammu/Kashir regions] & eastern Afghanistan). It also has ties to Hindustani & Sanskrit. A linguist could probably expand on further details regarding the origin/history of their languages.
I found it interesting that many Romani people actually emigrated to North American colonies during the early parts of the formation of the United States. There were some who settled in parts of South America too. It's daunting to read that from the beginning their arrival in Europe, they were persecuted for being outcasts in society. Wikipedia has claims of their children being abducted and them being used forcefully for labor. They were also persecuted by the Natzi's during WWII and similar to the Jewish people, sentenced to forced labor and put into concentration camps.
Being Roma or "Gypsy" is a cultural and genetic inheritance. It is not an idea or lifestyle that one can just adopt. If someone knows how the these individuals transcended into music/dancing/the arts, I would be really fascinated to find out!
For anyone is wanting even more information, I have provided some good resources for further research below.
Origins and Divergence of the Roma (Gypsies):
http://hpgl.stanford.edu/publications/AJHG_2001_v69_p1314-1331.pdf [This is purely a scientific study & analysis to determine the original background using a small sample]
http://en.wikipedia.org/wiki/Romani_people
http://www.writing.com/main/view_item/item_id/1181284-Timeline-of-Romani-Gypsy-History---2--
On the Koïné Origins of Romani: A Study of Romani Words and Numbers of Indic Origin by Vijay John, November 2008:
http://www.jaimalayalam.com/papers/RomaniKoineJournal08.pdf
http://library.thinkquest.org/07aug/00816/language.html
http://forum.wordreference.com/showthread.php?t=2010508
Hope that helps,
~ Basim
