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I stumbled across this film on YouTube and fell in love despite the lack of subtitles and my inability to decipher anything other than what was in Spanish. Tony Gatlif uses music to tell the story of what is believed to be the history behind the Roma/Romani people and what a beautiful history it is.
Other films by Tony Gatlif
Vengo (another personal fave & first Gatlif film I ever saw)
Other films about Romani
When the Road Bends: Tales of a Gypsy Caravan