A sincere but perhaps politically incorrect question.......

Can anyone offer some historical evidence, feedback or intellectual discussion about the relationship between this stream of words please?

Romania, Rome, Romans, ROM, Roaming,
Wandering, Wandering Jew, Gypsy-Jew,
Gypsy, Egypt,
Rajastan, The word 'Stan' in E. European languages, Traditional N.Indian dance, Flamenco, Eastern European folk dancing.

Please refrain from racist, offensive or derrogatory remarks and comments to single out any race or culture of people. This is truely an informative exercise for me to uncover the origins of the words and why this stream of consciousness keeps popping up in my head....

Thanks,
Neima