(In RL they are of course called romani nowadays, but in old sim days they were gypsies.)

Caravan props: http://www.simsdesignavenue.net/ (Former Caravan Sims2)

Indian furniture, toys, foods and more (the gypsies do origin from India): Simaddict99 på TSR: http://www.thesimsresource.com/subscriber/artists/Simaddict99/

Gypsy clothing: http://sumomo.modthesims2.com/creator/sherahbim

Gypsy names: http://www.lowchensaustralia.com/names/gypsynames.htm

New lovely set of items on Parsimonious website, link: Wandering by Kate

Add gypsy MP3-files to your game, I got mine from THIS PAGE

How to add your own music to to the game.