Above, the Devon folk band Mad Dog McCrea (who played at our village hall recently), performing a foot-stompin' version of the Anglo-Scots folk song "Raggle Taggle Gypsy."
Below, two poignant (and more realistic) songs about Gypsy life here in Britain: Chris Wood, Karine Polwart, and the MacColl brothers perform Ewan MacColl's "Moving On Song: Go, Move, Shift" (at a Ewan MacColl tribute concert); and the great June Tabor performs "All Our Trades are Gone."
For more about Romany Gypsy life and lore, visit the Travellers' Times website, Romany Road (The Gypsy Lore Society's site), and The European Roma Rights Centre. "The Road That Has No End," my 1997 article on Gypsy folklore (in the JoMA archives), is a little dated, but contains some good book recommendations. I particularly recommend We Borrow the Earth, Patrick Jasper Lee's book on the Gypsy shamanic tradition.
The painting here is by the Welsh artist Augustus John (Gwen John's more famous brother, 1878-1961 ), who was obsessed with Gypsy life. He spent a lot of time with Romany friends in England and on the Continent, spoke the Romany language, and liked to live and travel in gypsy-style himself, often trailing his extended family behind him. His son Pyramus was born in a Gypsy caravan here on Dartmoor, not far from where I live. (John himself wasn't actually there at the time, and his imperturable mistress Dorelia MacNeil gave birth to the child alone.)
For some great Gypsy music (rather than Gadjo tunes about Gypsies), I particularly love Balkan Beat Box and Gogol Bordello. Also, check out The London Gypsy Orchestra, which (as Rima Staines notes in the Comments below) is dedicated to Gypsy music, though it's not an all-Gypsy group.