How about their own village? There aren't THAT many of them.
But really, I believe they preferred the traveling lifestyle for centuries.
They are a brand of their own.
If they did it would be recieve a parcel of ground, would it be Egypt or Estern Europe? Or Persia even?
Personally, I believe the Gypsies are the millinium old monotheist Priesthood of Akhenaten that were booted out or escaped from being killed by the polytheists when Akhenaten died.