One of the many stereotypes included in the generally negative – occasionally Romantic – representations and discourses that have burdened the Romani people is the alleged existence of a natural link between the ‘Gypsy’ way of life and anarchism. This article studies the extent of an actual historical relationship between anarchism as a political worldview and the ‘Gypsy’-Roma ethnic status beyond reductionist stereotypes. It investigates, on the one hand, the agency of Romani subjects in the labour movement and anarchism by means of a case study of Spain in the interwar years, and, on the other, it examines the cases of a number of European emigrants who chose to closely link anarchism as a political option to a Romani identity in their struggle against capitalism and fascism. Both sets of case studies are used to reflect on the political nature of racial-ethnic identity constructions, to question the dilemmas of cultural appropriation and to propose a dense analysis that reveals the historicity of identities of this type.