Dave, from this site: Romany Traditions+Culture:

"They were deeply spirtual in their beliefs that from the earth *soil* we came so should we return, it was never entertained that the dead would be cremated, burial was always their way.
It was also important that things they would need in their next life should be placed within their coffin for use in their after life. this could be anything from tools, money,personal things."

and

"Traditionally, all the personal belongings of the dead person are burned including their living wagon and sometimes any animals (except horses) that they owned."