A couple of years I heard, and bought, an insanely great CD of gypsy music. The band is Taraf de Haidouks.
I just came across some amazing video clips, courtesy Youtube. You'll either be hooked, or it will clear the room -- fast.
Doina, hora si briu
Rustem si suite
Cintec de dragoste
Balada conducatorului (The Ceauşescu Song)