When speaking about minorities and their heritage within a majority society, it becomes apparent that the largest minority in total in Eastern Central Europe, the Roma, has hardly ever been discussed in this context. With many variants of their original Indo-Iranian language, the Roma are still a people that, according to the most of their many centuries’ mobile history, can be called very European. In spite of their more than 600 year’s long history in this continent, hardly any of the Gipsy heritage is known. Due to various regulations in the last centuries and also to their traditional occupations, the Roma never could form any part of nation states. If at all, research has been mainly restricted on their languages, music, myths or tales, while their material culture has remained uninvestigated. The chapter seeks the reasons of this unexplored heritage in today’s Eastern Central Europe, mainly in Hungary and Romania. It thrives to outline the history of Roma identity (or identities) amidst post-socialist social and economic circumstances. It also tries to track the main obstacles of a successful study of the Roma past and archaeological heritage. It reports about the plan to establish a Roma museum and expresses hope for a more conscious Roma participation in this heritage – while not even one archaeologist with Roma background and interest works in the area to date.