Assassin's Creed: Revelations: Romani musicians can be hired to play music and dance, creating a distraction for the protagonist, Ezio Auditore.
Blackwood and Bell Mysteries: A troupe of traveling Roma musicians appear as Blackwood and Bell investigate a mysterious plague that affects a Romanian village. They're the culprits... not. They even help catch the one to blame!
Crimson Skies: Nathan Zachary, the Sky Pirate player character, has Roma ancestry and the default name of his personal fighter plane reflects this.
The Elder Scrolls: The Khajiit are a race of feline humanoids, known to travel around in caravans and stereotyped as thieves and Skooma dealers. In Skyrim, Khajiit caravans are forbidden from entering city walls because of this sort of prejudice.
Fable II: The hero(ine) is raised in a Romani caravan after their big sister dies at the end of the childhood segment. The Romani themselves are realistically skin-toned, good people making a normal living; the one who tells fortunes and is mystical is Theresa.
Grandia III: Dahna is pretty much a running checklist of Gypsy cliches. Singsong accent, tells fortunes, lives in a desert caravan, wears sexy outfits, kills people with magic and tarot cards...
Harvest Moon: Magical Melody: Dan is implied to be Romani. He's a womanizing traveler that settles down at a vineyard. He can be married if you play as a woman, but he's a rival to the bartender Eve if you play as a man.
Koudelka Iasant is a roma girl who possesses supernatural powers, which earn her a mistrustful reputation as a witch. Continuing into the main Shadow Hearts series, her son Halley inherited her psychic abilities.
The Legend of Zelda: Majora's Mask: A character is actually named "Romani", although she herself does not seem to be related to them; it's the name of the ranch. Interestingly, she is heavily based on/the alternate universe version of a girl from Ocarina of Time who's implied to be the daughter of the Gerudo, who do fit some gypsy stereotypes as thieves, magical, desert-dwelling, and in some games, nomadic.
Mass Effect: The quarians are Romani In Space!. They may be closer to actual Romani than most other media portrayals of Romani. They are only trying to survive, but they piss off a lot of people by dumping their criminals on random planets and stealing their natural resources.
Mother Russia Bleeds: The protagonists are members of a Gypsy encampment in Soviet Russia who make their living performing bumfights. The game starts with them getting kidnapped by the Bratva and used as experiments for the street drug Nekro.
Power Stone: Although Rouge comes from the Fantasy Counterpart Culture country of Mahdad rather than Earth, she basically fits the "sexy mysterious fortune-telling dancing girl" stereotype of most Romani girls.
Psychonauts: The protagonist Raz comes from a circus family of apparently Roma descent. He also states that a family of psychic gypsies cursed his family to die in water, justifying his Super Drowning Skills.
Sam & Max: The Devil's Playhouse: The ridiculousness of the stereotypes of Romani is parodied, with the Moles being a Fantasy Counterpart Culture of the Romani stereotype. Sam and Max are confused by how, amongst other things, the fortune-teller mole speaks in a ridiculous accent, but not the rest of her family.
The Secret World: A group of Romani in the Transylvania region is centered in a camp in the second zone of the region, filling a number of the stereotypes, although some are spread throughout other regions. The group is involved in fighting supernatural creatures, particularly vampires.
Shadow of the Comet: A small group of stereotypical Romani appear. Despite what you might expect from a game inspired by H. P. Lovecraft story, they're good guys.
Street Fighter: In canon, Rose is simply an Italian woman (from Genoa) with a skill for fortune-telling and tarot — which is of course perfectly possible — and she is never described as "Roma" or "gypsy". However, the non-canonical Udon comics, based on the game, implying that she's an actual Roma and plays this trope straight.
Suikoden II: Eilie, Rina, and Bolgan live in a wandering, nomadic style, and the former two are considered Ms. Fanservice thanks to their Stripperiffic outfits. Rina fits more due to her fortune-telling skills and skills of seducing other men.
The Ultima series features a "gypsy" tribe based on a romanticized view of the Romani. However, as with the real life Romani, the "gypsies" face prejudice from the population of Britannia at large. They occupy stereotypical roles in the games, including fortune tellers, mystics, and thieves.
Wind Child Black: Alexia is from the Chergari clan. She was raised as a nomad, has Psychic Powers, and peppers her speech with old Romani words. She's even boasted about being a thief and a con artist, but that was when she was younger.
