To start at the origins, namely India, the most commonly accepted theory shows that the name of Rrom, used by most groups of Gypsies even nowadays, derives from the cast appurtenance of the original Gypsies. At a later stage, that is after their arrival in the Byzantine Empire and the Balkan, there is strong evidence to believe that the people described in the text the Life of St. George the Athonite as Adsincani, Adsincanoi or Athinganoi around 1050 were in fact Gypsies. This name was originally given to an Armenian and Syrian manicheist heresy and the people following this doctrine were deported to the Balkan in the IXth century after which, the name vanishes from official records for about 200 years. The first "new" mention is given by this text, together with a description of their trades that relate to the usual clichés about Gypsies. In a large part of Europe, this name stuck. Derivations of it are still in use in many countries: Cigan, Zigeuner, Zingari etc. Subsequent migrations of Gypsies in Europe provided a few new appellations. They derive in a large part from the tales these people told the general population upon arrival. Gypsies told that they were "pilgrims from Little Egypt", or even counts, vojevodes or kings from that country. These "Egyptians" origins gave rise to the name Gitans, Gypsies, Gitanos etc. One has to stress that Gypsies are totally unrelated to Egypt.
In fact, no Rroma migrated through Egypt to Europe and the actual location of "Little Egypt" has been the subject of many speculations.
In some regions of Europe, notably in France, another name arose: Bohémiens, stemming from the travel documents that some Rroma had obtained from the Bohemian king Sigismund. In northern Europe and Scandinavia, Gypsies were and often still are called Tatare. This, in turn derives from the first anti-Gypsy pamphlets, branding them as Ottoman spies. Meanwhile, during the first migrations of Gypsies in Europe, in the early XVth century, one should never forget that the political upheavals of that period forced a non-negligible part of the European population on the road. These migrant workers, travelling from city to city in search of work and a pittance, sometimes settled down while some opted a semi-nomadic way of life.
This has given rise to a great confusion, namely the one between Gypsies and Travellers, in German "Fahrende" and in French "Gens du Voyage". There is a strong distinction. While Gypsies, in a strict interpretation, originated from India and have kept a unified language (albeit with dialectical variations), there are other groups.
These have been assimilated by to them by non-Gypsies such as the Jenische of Switzerland, France, Germany and Austria or the Tinkers of Ireland. These groups have no traces of any Indian roots but rather descend from the migrant European stock. This needs to be further argued: Even in such Gypsy groups that have, to a large extent, lost their language, Rromanes, such as the Cale in Spain, many words of Indian origins were and are still present in their vocabulary. In the XIXth century, these formed a large part of the language. The so-called Bejaša provides another example, a Rroma group found in Hungary, Croatia etc. This group does not speak Rromanes at all but an old Romanian dialect. The interesting fact is that they nevertheless have kept literal translation of Rromanes in their own language, for example the use of "cigan" as husband and "ciganka" as wife.
Jenische, on the other hand, speak a largely German-based language, which varies from region to region and has a few acquired words of Rromanes and mostly of Yiddish ones. This, together with the local dialectical variation, i.e. that the stock of the language is influenced by the local German dialect - Alsatian in France, Southern German Swiss German and Austrian dialects - strongly hints that the Jenische do not have Indian origins.
Contacts and inter-marriages certainly have occurred and are still occurring. While some people have recently argued that Jenische are in fact Gypsies, this has so far not been documented but rather, has been taken as an axiom.
The terminology of Fahrende or Traveller has been the result of a Western European myth, namely that all Rroma were and are nomads. Note that Rromanes word pertaining to travels are not of Indian origins but acquired words while the ones referring to villages and village life are, in fact Indian ones. This points out that the nomadic way of life was not the original one for Rroma.
It is the result of their long journey to Europe. Once in Europe, most Rroma settled down immediately, for example in the Balkan, were some Rroma settlements can be traced back for more than 500 years. This is also the case for Rroma in the Czech and Slovak regions or even in the Baltic States, where upon arrival in the XVIIth century, most settled down. So, to a large part, Rroma are not nomads or even semi-nomads. Not to say that there are none living so, such as the Sinti in Germany and France or some other groups in the Balkan.
To summarise, the term of "Fahrende", used in German, is the result of a confusion between actual migrant European groups and Rroma as well as being the result of a myth, the one of the nomadic Rrom.
This survey would not be complete without a mention of the current appellation in some countries of "Sinti and Rroma". Rroma are socially organised around their families and, to a lesser extent, groups. There are numerous such groups. The Sinti, Kalderasha, Lovara, Tshurara, Matshvaja, Ursara, Xaladitka, Xoraxane to name but a few. A Rrom from each of these groups will first name his group appurtenance and not Rrom. Ask someone from any of those groups how he calls his wife or husband, the answer will be "rrom" or "rromni", as can easily be checked. The language of all those groups clearly shows that Rromanes is a language with dialectical variations. These group dialectical variations arose as a result of migrations as well as a marker of group identity. So, Sinti are Rroma, just a group of them, and many Northern Rroma are in fact, Sinti sub-divisions which arose through their migrations.
Thus, the appellation Sinti and Rroma does not reflect an effective distinction, but rather a political will.
This terminology arose in Germany, a country in which, besides the Sinti, there are other autochthonous Rroma groups. German Sinti, however, consider "Rroma" as the appellation of other foreign Gypsies who have recently (after World War Two) migrated to that country.
All this terminology has induced a great confusion that needs to be sorted out. First, one has to distinguish between Rroma (be they Sinti) and travellers of non-Indian origins. Second, either one names all the Rroma groups when speaking about Gypsies in general or one accepts a general denomination valid for all. The natural one, since it occurs in all dialects of Rromanes is naturally Rrom.