Also recommend Peaky Blinders, about Gypsies in UK organized crime in the 1920s and 30s. Fictional. But they do speak authentic Romani here and there in the TV series. No Gypsie dancing, though. The Tin Tin Belgian comic series also had one story ark in which the Captain has Gypsies camping out on his property.
2 Things
There’s an old movie, Golden Earring, staring Ray Milland, about Gypsies during WW 2…I barely remember it but the acting was good
One day, when my mother was driving me to school, in the rural part of our county, we sat at an intersection and actually watched a Gypsy caravan pass by