Additional Definitions:

Encyclopedia Britannica    

Gypsy also spelled Gipsy, Romany Rom, any member of a dark Caucasoid people originating in northern India but living in modern times worldwide, principally in Europe. Most Gypsies speak Romany, a language closely related to the modern Indo-European languages of northern India, as well as the major language of the country in which they live. It is generally agreed that Gypsy groups left India in repeated migrations and that they were in Persia by the 11th century, in southeastern Europe by the beginning of the 14th, and in Western Europe by the 15th century. By the second half of the 20th century, Gypsies had spread throughout North and South America and to Australia.

True Gypsies refer to themselves by one generic name, Rom (meaning “man” or “husband”), and to all non-Gypsies by another term, gadje (an exclusive term with a pejorative connotation meaning “bumpkin,” “yokel,” or “barbarian”).

Cambridge International Dictionary of English

Gypsy, Gipsy, Romany  noun [C] 
A member of a race found in parts of Europe and America who travel from place to place in caravans a gypsy caravan.
A Gypsy encampment.
I had my fortune told by Gypsy Rose at the fair.

Webster's Revised Unabridged Dictionary, © 1996, 1998 MICRA, Inc.

gypsy \Gyp"sy\, n.; pl. Gypsies. [OE. Gypcyan, F. gyptien Egyptian, gypsy, L. Aegyptius. See Egyptian.] [Also spelled gipsy and gypsey.] 1. One of a vagabond race, whose tribes, coming originally from India, entered Europe in 14th or 15th century, and are now scattered over Turkey, Russia, Hungary, Spain,

A cunning or crafty person [Collog.] --Prior.

American Desk Dictionary, 1981 by Houghton Mifflin Company.

Gypsy n-- 1. one of a nomadic Caucasoid people orig. migrating from the border region  between Iran and India to Europe in the 14^th or 15^th century, and now living principally in Europe and the United States. 2. The Indic language of the Gypsies, Romany. 3. Often gypsy. A person who is like a Gypsy, as in being a wanderer. ---adj. Of or like Gypsies.

Gyp tr.v gypped, gypping Informal, To swindle, cheat, or defraud. 1. An act of cheating,, a swindle.  2. A person who cheats; a swindler (Prob, short for Gypsy.)  ---gypper  n.

Clebert 1963 (author)

The Gypsy word used to describe themselves, Rom, is used in three senses: (a) to mean `Gypsy' ; (b) to mean `man'; (c) to mean `husband'.  The feminine form romni is commonly used for `wife'.

Adjective romano, adverb romanes.

Romanichel is in fact a word of the Gypsy language--romanitchal--which means `son of Rom'. (p.72)

The English invented `Gypsyism' and `Gypsying' to designate the various activities of the `Bohemian life', and `Gypsy party', a picnic in the open air. (p.73)

The Struggle for the Control of Identity by Ian Hancock
from the RPP Reporter, Vol. 1, No. 1, May 1998 http://www.osi.hu/rpp/perspectives1a.htm

Rrom (plural Rroma) is the term officially adopted by the International Romani Union to refer to all people of Romani descent, regardless of self-ascription. Where a Romani population has a different name for itself, the policy is to use that name, thus one Romani population in northern Europe refers to itself as Sinti, those in Spain, Finland and Wales as Kalé and so on.

Confusion arises because Vlax-speaking Rroma use the term only with reference to themselves, having other names for other Gypsy populations. The spelling used here, with double-rr, reflects the usage in the New Standard Orthography established by the Language Commission of the International Romani Union.

Vlax (Vlach) Rroma are those descended from the populations held in slavery on the Wallachian and Moldavian estates between the mid-l4th and mid-l9th centuries, tens of thousands of whom have subsequently left Romania for other parts of the world. The principal Vlax groups include the Kalderasha, the Churara, the Lovara and the Machvaya. Most Vlax Rroma in North and South America are Kalderasha.

The Romanichals are the Romani population in and from England. They are referred to as Gipsurja or Dzipsurja by Vlax Rroma. American Romanichals refer in turn to the Vlax Rroma disparagingly as "Turks" or "Ragheads."

The Bashalde are a Romani population originally from Hungary and Slovakia.

Romungre here refers to the new (post-1989) wave of non-Vlax, non-Romani-speaking Rroma from Hungary.

The Bayash (or Beyash or Boyash) are descendants of Vlax Rroma who, during the period of Balkan slavery, worked in the houses of the landowners and were forbidden to speak Romani, consequently losing that language. The ethnic language of the Bayash in America is Romanian, though it is everywhere giving way to English. Vlax Roma use the label to refer to various Gypsy populations who don't speak Romani. [sic]