Gypsy was a term used to describe a number of nomadic and itinerant Human cultures on Earth, and was applied to alien races that had similar practices.
The Orion civilization's culture during their time as a slave-race was described as folk art and gypsy culture. (FASA RPG - The Orions module: Book of Common Knowledge)
The Fjori have a gypsy culture, traveling on starships such as the Orak. (DS9 - YA novel: Gypsy World)
In the year 2366, Geordi La Forge called a gypsy violinist to play music during his date with Christy Henshaw. (TNG episode: "Booby Trap")