The Pariah Syndrome: An online book by Ian Hancock dealing with accounts of Gypsy slavery and persecution.
"Gypsies" in the United States: Overview of culture and many photos from the late 19th/early 20th century. From the Smithsonian Institution online, part of their "Migrations in History" Timeline.
Im Nin'alu's Page: Comparison of Roma and Jewish Persecution through History. Many hypotheses based on biblical sources.
Roma (Gypsies) in Texas: Detailed dates and records of entry into Texas. Includes a bibliography. From Handbook of Texas Online, written by Ian Hancock.