The word Gypsy and similar cognates in other languages have been used for centuries. These names tend to be heavily laden with negative or romanticized associations and stereotypes. Based on historical research, these words are now generally accepted to be 13th-14th c. linguistic corruptions of the terms atsinganoi and æguptoi, referring to those coming from "little Egypt". The terms were used by or to allude to early groups of Romani immigrants in Europe and in the Balkans. Over the years, Polish adopted the term Cygan, Romanian Ţigan, Hungarian Cigány and Russian цыган. Similarly, French acquired the term Gitan and Spanish Gitano. In English, the word Gypsy, especially when written in lower case, is considered to be pejorative.

Modern scholars and activists have replaced the word with the more accurate and comprehensive term Romani, although its usage is still gaining currency. Romani derives from Rom, which many, but not all, groups have traditionally used to designate themselves. The word Rom can specifically mean "husband" or more generally refer to "member of the group". The plural Roma has been admitted for use by many institutions and organizations. Other self-designations by Romani groups familiar to the public include: Sinti, Manuš, Calé, Romanichal, Kalé, etc.

Rromani is another modern term accepted by many. Like Romani, the word Rromani is intended to more comprehensively cover the diverse groups living in different countries and regions throughout the world. The double-r in the word Rromani corresponds more accurately to the pronunciation it has in many dialects. In the case of some languages, its use can help to avoid possible misunderstandings and confusion with similarly sounding words, such as Romania, Rome, etc.

Within communities and among speakers of the language, Romanes is also commonly used. It literally means "in the Rom way".

References:

Hancock, Ian (1995), A Handbook of Vlax Romani, Columbus: Slavica Publishers, Inc.

Hancock, Ian (2002), We are the Romani people. Ame sam e Rromane džene, Hertfordshire: University of Hertfordshire Press. Interface Collection, coordinated with Centre de recherches tsiganes, Paris.

Karanth, Dileep (ed.), Danger! Educated Gypsy. Selected Essays. Ian Hancock (Hertfordshire: University of Hertfordshire Press, 2010).

LeBas, Damian and Acton, Thomas (eds), All Change! Romani Studies through Romani eyes (Hertfordshire: University of Hertfordshire Press, 2010).

Matras, Yaron (2002), Romani. A Linguistic Introduction, Cambridge: Cambridge University Press.

Proctor, Edward (2008), Gypsy Dialects. A selected annotated bibliography of materials for the practical study of Romani, Hertfordshire: University of Hertfordshire Press.