Gypsy

A Gypsy is a member of the Romani peoples, a traditionally itinerant ethnic group hailing from the northern subcontinent of India who, for some reason, migrated out into Europe and then America. Long stereotyped as mystics, entertainers, thieves and vagabonds, the term "gypsy" is actually considered racially charged these days. But, in the 80s and 90s, the exoticness of the Romani saw "gypsies" appearing in various /tg/ media.

World of Darkness

In the World of Darkness, there was an actual Gypsy sourcebook released. It is widely considered to be one of the most ridiculously offensive splatbooks that White Wolf ever put out, even compared to the book on Holocaust ghosts for Wraith: The Oblivion.

Dungeons & Dragons

Beyond the inevitable Romani knockoffs, gypsies have appered in various places throughout Dungeons & Dragons.

Being based off of Universal/Hammer Horror Films, where the "gypsy seer/mystic/thug" was a stock character, Ravenloft is naturally home to the Vistani, a race of eerie, magical gypsies. In the days of Advanced Dungeons & Dragons, it was also home to the Gypsy class, a thief variant and one of several kits present in the game.

Spelljammer is home to the Aperusa, who seem to be literally every bad stereotype of gypsies as traveling thieves and con-artists turned up a few notches.