Here is the opening paragraph to some song notes that I wote a few years back:
Gypsies, the 'Lords of Little Egypt', do not come from Egypt. If they come from anywhere, then it is from the Indus Basin and the Hindu Kush. In the 10th and 11th centuries CE they began the first of many migrations westwards, through what is now Turkey, then through the Balkans and into Europe; or south, along the Mediterranean coast of North Africa and up into Spain. In the mid-thirteenth century Gypsies serving as armourers, blacksmiths and camp-followers of the Tartar invaders of south-east Europe found their blood-brothers already well-established there in considerable numbers. By the year 1427 Gypsies had arrived in Paris. A few years later they were in London. In 1492 the Royal Court of Scotland was to welcome Johnny Faa, one of whose relatives was to later become the 'Gypsy Laddie' of popular balladry. Having persuaded the Court that they were also of royal blood they rather overplayed their hand by claiming appropriate privileges. Such flirtations with royalty, however, were to be short lived. They were soon to become better known, not as members of a foreign nobility, but rather as wandering marauders, and the Scottish Parliament quickly passed laws which said that Gypsies could be apprehended on sight and hanged. It was the Gypsy who was to become the Black Man of Scottish demonology. It was the Gypsy who was to provide Shakespeare with his evil Egyptian sorcerers; and it was the Gypsy, Europe's first 'coloured' race, who was to become the scapegoat for British custom and society.