One of the biggest obstacles to researching the Romá is that there are more names for them than seems possible. Just when I think I have finally completed an exhaustive list of nouns that refer to the Romá, I come across just one more. It never ends. On top of that, most of the names given to the Romá also mean other things. Try searching a database for "Roma". All the results will be about the city of Rome, the Roman empire, or Roman archaeology. Names are a good place to start because they tell us a lot about the Romá. Almost all research that has been done on the early history of the Romá has been philological in nature; that is, our understanding of where the Romá come from and where they have traveled is almost all based on linguistics. I'm not a huge fan of relying only on language to "prove" aspects of Romá history, but for now we're stuck using this information since extensive historical and archaeological work hasn't been done (yet!).
In the 18th century, a handful of linguists took an interest in the Romani language and noticed its similarity to the languages of "Hindustan". Words were compared and it was quickly determined that the Romani language was clearly related to the languages of the northern Indian subcontinent. Continued linguistic work has left no academic doubt about the ethnic origins of the Romani; they came from India. (note the similarities between the Romá flag shown above and the Indian flag. This is purposeful; the Romá International Congress chose the flag in the '70s, partially in reference to their origins.)
Where they went after that, and why they left in the first place, is still of considerable debate. I'm not in a position to tackle all of those questions here and now, but my rough working theory is that they went from India, ended up in Armenia, were eventually pushed out of Armenia by invading Seljuk Turks, and moved to Byzantium around the year 1100 AD. Our first records of the Romá on the European continent are Byzantine documents referring to the "Athinganoi". This term is problematic, because it can also refer to a group of heretics that were persecuted under the Byzantines. The Romá were seen as heretical, so "Athinganoi", but it can be difficult to determine in the earliest of documents if it is specifically Romá that are being discussed. To clear up this issue, "Athinganoi" evolved into "Adscani" and then "Asingani/Atsingani", a term specific to the Romá. Many terms for the Romá derive from this, such as the French "tsigane", the Italian "cingano", the German "zigeneur", and the obvious Greek "Atsingani/Cingani".
(Remember, each of these names has to be searched separately when doing research. Looking for books on the "athinganoi" won't always turn up relevant results on the "atsingani". This is one of the most constant causes of frustration in my daily work)
In Byzantium, myths of Romá origins linked them to Egypt. They were often framed as a lost Biblical tribe, doomed to wander the earth because they had cast aside or denied God at some point in their history. Byzantine monasteries often took Romá as slaves, justifying the practice by explaining that this original tribe of Egypt was obligated to do penance to God for their heresy. It seems that even Romá accepted this story of Egyptian origins, or rather used it to perceived advantage. Finding themselves in a Christian Empire, they thought it might be advantageous to claim link to early Christianity. It is likely that they didn't realize the full stigma attached to being a "lost tribe" until the label had already stuck. So the Romá became "Aigpti" or "Yifti" in Greek, meaning Egyptian. The English "gypsy" and the Spanish "gitano" are both based in this mistaken belief in Egyptian origins. Early Romá settlements were sometimes called "Little Egypt", and most historians agree that when Egyptians are mentioned in later Romanian, German, and other European documents, what is actually meant is Romá.
So then where does the name Romá come from? And what do the Romá call themselves? And how much more confusing can this all get?
The important thing to remember is that the Romá are actually a heterogenous group, defined in a wide variety of ways. Groups in different countries may identify more closely with the local culture than with Romá culture, thus "Greek Romá" means something different than "Gypsies in Greece". There are Muslim Romá, Christian Romá, Hindu Romá, and non-religious Romá, all somewhat different from one another. The majority of Romá refer to themselves as "Rom" (the Romani word for "man") and "Romni" (the Romani word for "woman"). Some groups call themselves Manusha, which is the Romani-- and Sanskrit!-- word for "people". In reality, there are a hundred other ways that Romá can self-identify, depending on location, self-perceived origins, etc. but international organizations that represent the Romá, like their delegation to the United Nations, have decided that Romá is the official term for the "gypsies" of Europe.
And who is a Romá, anyway? Technically, anyone who possesses "romipen", or Romá-ness, is a Romá. Romipen is the center of Romá cultural practice and identity. It encompasses everything that it means to be a Romá, including laws, beliefs, and language. Thus, many modern scholars have decided to use language as the identifying characteristic, putting anyone who speaks Romani or a dialect of it on a regular basis and in the context of social/familial relations in the category of Romá. This is why Romani is another word that can refer to the Romá people as a whole, and is often seen as less problematic than other names since it does not assume any particular ethnicity.
And this all brings us back to "gypsy". I've been developing my own ideas on what "gypsy" means, so bear with me on this. Sometimes, I think, it is correct to use the term "gypsy". I believe the word should take on a new and specific meaning, based on the origins of our colloquial use of it. Anyone who is known for thieving can be called a gypsy. This holds true now just as it did centuries ago. Anyone or any group that was thought to be criminal, or "other", or a bad element in society could be referred to as Gypsies, regardless of whether they speak Romani or are truly Romá. In fact, the vast majority of ethnic minorities on the European continent have, at one time or another, been called "gypsies". These minorities, of which the Romá are the largest, were used as slaves by Europeans since the time they arrived on the continent. Romá slavery in Eastern Europe, especially in Romania, persisted for centuries, up until the modern period. It is difficult to completely dismantle the whole ideological structure that supports slavery in a short amount of time; modern prejudice against the Romá derives from the slave ideologies of the 12th-20th centuries.
So what "gypsy" really means is someone who is a member of a minority that has historically been oppressed through systematic slavery or serfdom and thus has acquired a long-standing low class status. A gypsy is anyone of an ethnic, religious, or cultural minority who descends from the slave classes of Europe. The term should be used when talking about socioeconomic gypsies rather than cultural Romá. The situation of the Romá is often compared to the history of the Jews and occasionally to the situation of African-Americans. I think these comparisons are intellectually useful, that the experiences of other enslaved or oppressed groups have something valuable to teach us about the Romá.
I try to be consistent with my language and when I use a certain term for the Romá, it is to serve a certain purpose. My current work is on the Romani in Corfu; that is, the population of Romani speakers that have historically inhabited the island. I assume these people were culturally Romá, but for clarity and objectivity, I've found it best to use "Romani" to describe my research for now.
This was more exhaustive than I planned for it to be. Turns out there is a whole, whole lot in a name.