Okay, I've had this conversation now with several people, so I might as well write a quick blog post about it. Y'all, it's racist to talk about "gypsies" stealing your shit.
I get that some people may not realize that "gypsy" is an ethnic slur, but it is. It lumps together a large number of ethnic groups under one pejorative term: Wikipedia will tell you that. I don't care if you've met folk who belong to one of these groups who call themselves "gypsies;" that's called re-appropriation, and they get to do it, and you don't.
I have a bigger beef with the representation of all members of these ethnic groups as "thieves." Look, making generalizations about any ethnic group is generally a bad idea. Even supposedly positive stereotypes are often problematic. So just knock it off. We can talk about how things vary by nation or by culture without relying on stereotypes. "I've heard there's a lot of pick-pocketing in Barcelona" is fine. "Watch out for all the gypsies in Paris" is not.