The gypsies appear in innumerable myths, tales and songs of the European tradition. They have been the largest ethnic majority in Europe for over 500 years, when they began their migration from India. Their characteristic brightly-patterned clothes and the music of violins are immediately recognisable characteristics of this race. Other marks of identity include their traditional trades, the organisation into clans and their unintelligible language, Romany. The romantic notion of the wandering gypsy persists, particularly in Romania, the country with the largest gypsy population and where their wandering lifestyle and the folklore remain most pure. But Romania is also the birthplace of fearful superstitions. We present a journey along the paths of the Balkans, travelling with the last nomadic people in Europe.