Halfway through the new film 'Gypsy Caravan: When the Road Bends,' which documents a 2001 North American tour that brought together musicians from across the Euro-Asian Gypsy world (or, to use the preferred term, Roma), one of the participants makes a startling statement. A member of the band Fanfare Ciocarlia, known for its frenzied swirls of brass sounds, recalled the first time the group played outside its native Romania in the early '90s following the downfall of dictator Nicolae Ceausescu. "We were happy they didn't hate us," he said of the European audiences.

Now, he may have been talking merely about the reception of the music, which would soon allow the band to bring electricity to its village thanks to proceeds from its first CD. But there's a broader context. For Roma, simply not being treated with hatred and suspicion is often a relief. After all, the thousand-year journey of the Roma, from Northern Indian origins across Europe and beyond, has been one of great hardships, from banishments and exclusions to Nazi massacres -- leaving them a people without a nation.

Even relatively innocent impressions have been saddled with bigotry. The latter was the case when Jasmine Dellal was growing up in England. Gypsies seemed almost as mythical as leprechauns, the subject of colorful stories and legend. She recalls a clapping game with a rhyme cautioning that the Gypsies "would steal you away" -- something she thought sounded like "great fun." Years later, living in Berkeley, California, in the '90s, the legends had a less romantic, dark tone. "It was the last bastion of political correctness: People would say, 'Excuse me' if they said 'black' rather than 'African-American,'" she recalls. "But the same people would say, 'Don't get you camera stolen by the Gypsies!' "

Fortunately, the filmmaker ignored that bigotry and turned her cameras on the Gypsies. The result is a revealing documentary centered on the one thing that has been the most publicly embraced part of Roma culture -- the music. The film features colorful performances by Rajasthan music and dance ensemble Maharaja, Romanian village bands Fanfare Ciocarlia and the strings-centric Taraf de Haidouks, Macedonian icon Esma Redzepova and the Andalusian flamenco troupe headed by dancer Antonio El Pipa and featuring the emotive singing of his formidable aunt Juana la del Pipa. It will have its U.S. premiere in New York on June 15 and Los Angeles on June 29, with other cities through North American in following weeks (click here for schedule information).

It recalls the 1993 film 'Latcho Drom,' which retraced the thousand-year journey of Roma culture from North India to Spain, and helped raise long-overdue awareness of this misunderstood culture. But where that film was only music, with no dialogue or narration, this production was beautifully shot by a team including American documentarian Albert Maysles (of 'Gimme Shelter' fame) and edited with a musical hand by Mary Myers. The film weaves the music with behind-the-scenes looks at the tour and illuminating, touching and at times heartbreaking visits to the musicians' homes (not to mention a cameo by a certain prominent pirate actor who became pals with the Taraf crew while starring in a small film with them a decade ago).

Dellal's initial goals in making the film were simple: "In lots of people's minds, the idea of a Gypsy is a very fantastical, exotic image of somebody who isn't a real person," she says. "Of course it's a real ethnicity, belonging to a group of people whose ancestors left India about a thousand years ago. So one of the main reasons I made this film was to show that Gypsies are real people." Certainly, music has been a major part of awareness, such as it is, about Gypsies, from Parisian pioneer jazz guitarist Django Reinhardt to the ubiquitous Gipsy Kings of recent years. This has accomplished only so much, though. "I think a lot of people thought they were magical people who appeared onstage, played music and disappeared into thin air," Dellal says.

The film in fact started as merely a document of the tour. Dellal was called in by the World Music Institute, which put the trek together, inspired by her previous film, 'American Gypsy: A Stranger in Everybody's Land,' a look at the Roma culture in America. But it turned out to be much more, as she herself learned more about the heterogeneity of Gypsies. That is the central theme of the first part of the film, as the differences between the various Roma cultures seem to emerge through the tentative interactions of the performers -- differences in music, in language, in lifestyle. But as the tour progresses, it becomes more and more about the commonalities and growing camaraderie among the musicians, with late-night chat and jam sessions, good-natured pranks, the sharing of stories and, of course, discoveries of ways to combine musical forces.

'Gypsy Caravan' and its accompanying soundtrack album, released by the World Village label, have the potential of being for this music what the Buena Vista Social Club project was for Cuban styles, at least aesthetically, if not commercially. But it also could be a key part of what has been a growing effort to address issues around the Roma. The year 2005 inaugurated what has been declared as the Decade of Inclusion, a joint initiative by eight governments, the United Nations, financier and activist George Soros, and the World Bank to fight Roma poverty and discrimination and address the place of this nationless people in the New Europe. And the bonds formed along the course of the documented tour are mirrored in an increasing number of pan-Roma projects bringing together Gypsy artists from various locales, notably Fanfare Ciocarlia's new 'Queens and Kings' album (from the German label Asphalt Tango), featuring collaborations with Redzepova and other stars from Serbia, Bosnia, Bulgaria, Romania, Hungary and France -- plus the blurry revision of 'Born to Be Wild' heard in the satirical 'Borat' movie.

There are still plenty of bends in the road, though. In a scene toward the end of the tour, one of the musicians accidentally discovers something troubling in a logbook that was open on the reception desk at the hotel where the artists were staying. It's a warning to another hotel clerk that reads, with spelling and grammar errors intact: "Watch out for the Gypsy's. They barely speak English, and they are scary. They look at you kind of funny. I'm not sure what to think of them except, 'I'm scared.' Oh Jeezuz God save me from the Gypsy."