I have been meaning to mention this movie for a long time, Conqueror of Shamballa which is based on the original Fullmetal Alchemist series (not to be confused with Fullmetal Alchemist: Brotherhood which is different though both series are great in their ways.)
Anyway the reason I bring up Conqueror of Shamballa is because it has one of the most sensitive depiction of Romani I have see in a movie. Of course when I first saw the movie I haven’t finished watching Fullmetal Alchemist so the context of the real world and the fantasy world was lost on me. However the movie does refer to them as Roma and I believe they sing in the Roma language, I could be wrong (I really know next to nothing on Romani).
This isn’t the only depiction of Roma in Anime/Manga;
-There is a rumor that Sailor Moon creator Naoko Takeuchi stated that Sailor Pluto was Romani.
-In Blood+ it is speculated that Hagi is Romani.
-In Cowboy Bebop, Faye Valentine claims to be Romani, though this is dispelled in flashbacks,
-In Kaze to Ki no Uta, Serge Battour is the son of a Viscount and a Romani woman.
Conqueror of Shamballa does make one of the character, Noah explicitly a Romani.