Europe - Gypsies-Paris - When do the gypsies leave Paris to travel to warmer climates? The Romani people, also referred to depending on the sub-group as Roma, Sinti or Sindhi, or Kale are an Indo-Aryan ethnic group, who live primarily in Europe.They originated in northwest regions of the Indian subcontinent and left sometime between the 6th and 11th century to work in Middle Eastern courts of their own volition, or as slaves.