In 1939, gypsies (a catch-all term — see links below) were in southern California. Both accepted and maligned, it is difficult to make generalizations about them. See the links to learn more. The differences of opinion include whether to spell the term with a capital or a lower case “G.”
Read a first-person account about the gypsy name here: http://gypsyappropriations.blogspot.com/2010/04/problem-with-word-gypsy.html .
“Generally… the urbanization of the Rom began as early as the end of the eighteenth century when various groups began to spend the winter months camping in vacant lots on the outskirts of cities, and intensified when ‘a large number of Rom flocked to the cities during the 1920s and 1930s to take advantage of various relief programs, and remained there because of gas rationing and because of increasing business opportunities within the city.’*
“Because Gypsies tend to follow economic opportunities, the most populous cities, such as Los Angeles, San Francisco, New York, Chicago, Boston, Atlanta, Dallas, Houston, Seattle, and Portland, have the largest concentrations of Gypsies.”
“Several groups, all known to outsiders as ‘Gypsies,’ live today  in the United States. In their native languages, each of the groups refers to itself by a specific name, but all translate their self-designations as ‘Gypsy’ when speaking English. Each had its own cultural, linguistic, and historical tradition before coming to this country, and each maintains social distance from the others.”
Excerpt from http://www.smithsonianeducation.org/migrations/gyp/gypstart.html . Click on the link to learn more.