Why Do the Roma Wander?

Because in the old days, they had to.

Here is interesting article written by By Juliet Lapidos (published in Slate) that answers the question: Why Do the Roma Wander?

Persecution, initially.

The Roma, also known as Gypsies (though this is a pejorative term), are associated with a peripatetic lifestyle.

The Roma originated in India but left the subcontinent in the 11th century, perhaps following Muslim invasions. From there, they crossed into the Byzantine Empire, and then up to southeastern Europe by about 1300. Generally speaking, xenophobia made it difficult for them to stop in any one place for very long, let alone establish permanent settlements. (Since it's thought that the Roma adhered to strict purity codes, they may also have been reluctant to mix with outsiders, making assimilation unwanted on both sides.) When the Roma arrived in Western Europe in the 15th century, local populations worried they were part of an Ottoman invasion (because of their dark skin color) and the German Reichstag of Freiberg declared them outlaws. Barred from purchasing land or joining guilds, the Roma had no choice but to move about.

Wandering became a way of life, and the Roma fit into the European economy by selling merchandise in rural areas distant from shops. Angus Fraser writes in The Gypsies that "they appeared as purveyors of gossip and news, sellers of cheap wares (often made by themselves) repairers of household goods, seasonal laborers (e.g. for haymaking, pea and fruit picking, hopping); or they could function as itinerant entertainers." With improved communication networks, the Roma continued to do seasonal work that required movement, replacing traditional caravans with trailers and campers. Some Roma now value the freedom of an itinerant lifestyle and consider it part of their culture.

Contrary to stereotype, however, wandering is no longer the default for the Roma. The communist regimes in Bulgaria and other eastern European countries forced the Roma to settle down, pushing them into segregated ghettos. Most Roma today are actually sedentary rather than peripatetic. There are no hard numbers Europe-wide, but it's thought that the vast majority live in apartments and houses. Many of the Roma who do move from country to country are merely participating in the economically motivated and widespread migration out of Eastern Europe.