Since their migration from the the northwestern part of India, and through Central Asia and the Middle East came to Europe, the Roma (also reffered to as Tsigani or Gjupci) manged to keep their cultural traits, and avoid assimilation.
This was due to their nomadic lifestyle, which contributed to a relative cultural isolation, and keeping the tradition in their circles. Most of the Romas, until recently had nomadic lifestyle, and even though nowadays most of them are settled, because they tend to live together and form close communities, they still manage to preserve their culture.