Pogroms came and went across Europe until the Holocaust, which Gypsies call Porramous , the devouring. Most Gypsies never even made it to the death camps. Local police units, happy to spare the Nazis the work, shot up caravans in meadows and copses. Travelling families, with no written records and with hidden traditions, simply vanished. Tellingly, Gypsies were not mentioned at Nuremberg.
Gypsy culture is one of patriarchal families, sometimes clans, but never a nation.
Even where disparate Gypsy groups gather together, as in Italian camps for nomads, mutual antagonisms quickly drive them apart. Identity gets complicated. Several groups singled out for murder by Albanians in Kosovo for being Gypsies reject the appellation. Even the terminology is tricky. But it is also a loaded term since, across Europe, Gypsy is another word for thief.