Romanticized and persecuted, celebrated and shunned, Gypsies have become a growing presence in the world music circuit since the fall of Communism -- yet the everyday prejudice they face across Europe has persisted, and sometimes worsened. Even the word "Gypsy" is a misunderstanding, based on the notion that they are descended from Egyptians, though their ancestors actually migrated in the 11th century from Rajasthan in northwestern India. In recent years, the name they call themselves in the Romani language, Roma, has been increasingly embraced. By the 15th century, there were Roma communities in Eastern Europe, as well as the Iberian...