The gypsy can branch out into many different forms. From clothing style to culture and the origin from which this archetype came from. However we wont be talking about where gypsies originated. We will talk about how gypsies are use the genre of fantasy.
First of all how do we envision a gypsy. A fortuneteller with a bandanna on her head, a bunch of bangles on her wrist and forearms(usually Indian style). Maybe some tarot (actually they always have tarot card dont they). In many fantasy movies, the gypsies are portrait as fortune tellers. In spanish we call them Gitana( I am hispanic and they are usually seen the same way in spanish soap operas).
Besides the fortunetelling and the tarot cards, another common form of gypsies is their love of dancing. They love to dance. They are entertainers and actually earn money during their travels as dancers. When I go to renaissance fairs, the girls that cosplay as gypsies are dancers. I love the bangles by the way.
The most common countries that gypsies are found( or at least the idea of their archetypes) are India, Spain, England and Parts of North Africa. However it is believe that they originated from South Asia which does not make sense to me.
Gypsies are also known to steal. Hystorically speaking, they made their way from Africa, Egypt and made their way to Rome stealing and conning many, thus making a name for themselves. I guess those were the early criminals. Besides negatives, Gypsies are into mysticism (which explains the tarot reading). The funny thing is that in movies and books, Gypsies are not shown with a negative light yet historically they are. Then again, thousands of years ago, people did what ever it took to survive(shit! I would steal too in early Rome).
Gypsies are flamboyant, often beautiful (they have to be if they are to entertain people). One thing I forgot to mention was that in India as well as Egypt and many other Arab countries, Gypsies were brought to the chambers of the king to entertain guest (much like the Geishas in Japan).