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The gypsies of Europe came originally from Himalaya. An artisan I met and conversed with and who was on his way to the nearest town in British India in quest of work (I think he was a carpenter) was a Drom, a native aborigine of the Himalaya west of Nepal. They are a darker race than other Hindus and keep to themselves, as do the gypsies, and for centuries were slaves and serfs of the Brahmins. They are the primitive race that was here before the Aryans came to India. The word Romany is undoubtedly derived from their name, for the word Dromani indicates a female Drom. The language of the gypsies bears so many words of Indian origin too. The Droms must have been driven out by an invasion and sent on distant wanderings.
-- Notebooks Category 15: The Orient > Chapter 3 : India Part 2 > # 567