Some allude to at least several waves of emigration from northern India. There is a persistent believ that several migrations took place between the 10th and 13th centuries, with the first potential migration identified going back to the 5th century. This story is attractive to many because even to this day the Roma are perhaps best known for their music and dance. Others point to a major wave of emigration taking place at the time of Muslim invasions of Northern India in the early 800's. In particular,Mahmud of Ghazni conducted a series of raids over the first 25 to 30 years of the century.
Linguistic evidence points to a northerly exodus through the upper Indus Valley.
After crossing the Himalayas, it is likely that they followed the Silk Road west to the southern shores of the Caspian Sea, up along the west coast to the foothills of the Caucasus range, through Armenia and into the Byzantime Empire. This proposed route of migration is based on the numbers and types of words in Romani - Persion, Armenian, and Greek. Please also read a more in-depth summary based on current evidence written by Ron Lee. The Patrin, a great internet learning resource, has summarized the history and provided a timeline as well. Although we might disagree with the route and a few of the details, this is a very useful history, certainly more comprehensive than the present page, and certainly accurate in spirit.