@ChristiJunior @ragnaroek @rasterman @cassidyclown "Roma" apparently comes from the Indian term, "Doma" (I don't know how it went from R to D) which refers to the low-caste of traveling musicians and dancers in India. Supposedly, the Gypsies were descendants of traveling musicians that were either banished from India or had enough of being the low castes of society. The name being similar to "Romanian" is just a coincidence.
I had all sorts of questions like that for my Latin teacher. Some times it seems the answer might as well have been "for shits and giggles".