Various circumstances point to the probability that the Gypsies were, at their first appearance in different countries, fugitives from religious intolerance. They always called themselves pilgrims, which Egyptians or Hindoos would scarcely have done, but which would be quite natural in that age to Europeans desirous of concealing their real character and of commending themselves to strangers in whom their difference of faith made them expect to find enemies. They called themselves Christians also, and declared ostentatiously their conformity to the Roman Catholic rites; but they carefully kept away from the churches. This assumption of a character which they knew would protect them is in keeping with the whole craft of their lives.
Another notable fact is, that they showed everywhere passes of safe-conducts from the Emperor Sigismund. Ziska's followers could not have got authentic passes, but they could forge them easily; and Hindoo stragglers, on their first appearance in Europe, would hardly have known the value of such pieces of paper. In all the original Gypsy parties there were dukes and counts, and these men called themselves Lords of Little Egypt; and from this fact seems originally to have arisen the notion that they were Egyptians. But this seems less like an assertion of their origin than like a piece of Scriptural phraseology. The Hussites used in that way a Biblical imagery, like the Puritans of a later age. Like the Puritans, they called their opponents Moabites, Amalekites, and so on. With the Puritans, Egypt was always "the house of bondage," and that name was the common designation of any place of persecution.
Grellman refers to the name Polgar as Indian, and as common with the Gypsies; but he does not notice that the men in all the original Gypsy parties bore such sufficiently Christian appellations as Michael, Andrew, John, and Peter. _Rommany_ is the Gypsy name for a Gypsy, and this is referred to the Sanscrit _Rama_, man, by one author, and by others to the Coptic _Rom_. Either is possible, but sufficiently remote. By the kind of deception referred to above, which made the Gypsies call themselves Catholics when in Catholic countries, it is probable that they may sometimes have gone so far as to say that they were Romans,--that is, adherents of Rome,--and habit may have fastened the name. This derivation is as good as either of the others.