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The framework for this documentary is the 2001 “Gypsy Caravan” tour of North America, a six-week jaunt starring five Roma (or Gypsy) acts from four countries. Yet the result is not exactly a concert movie. Writer-producer-director Jasmine Dellal rarely presents an entire song, cutting all too frequently to offstage antics and other asides (including remarks from Johnny Depp, a fan of the music). The movie is not as arty as Tony Gatlif’s 1993 Latcho Drom, which traced the global migration of Roma music, but it covers much of the same ground. One of the featured groups, Maharaja, is from the Roma people’s ancestral homeland in northern India, and so the movie opens there, just as Latcho Drom did. But Dellal then vaults to Manhattan, and such leaps are characteristic. The film incorporates moments from 1999’s Gypsy Caravan tour as well as sketches of the hometowns of the four other acts: Spain’s Antonio El Pipa, Macedonia’s Esma Redzepova and the Teodosievski Ensemble, and Romania’s Fanfare Ciocarlia and Taraf de Haïdouks. Certain Eastern modalities can be heard in all five acts, but their styles are diverse: Maharaja performs traditional Hindustani music, El Pipa does flamenco, Redzepova sings Eastern European folk, Fanfare Ciocarlia’s horn-driven style resembles klezmer, and Taraf de Haïdouks’ ragged oompah recalls Weimar cabaret. Dellal draws out the connections between the artists, as when one of Maharaja’s vocal ragas yields to a Redzepova tune that could come from a Bollywood musical. Yet the simple assertion that this is all “gypsy music” seems disingenuous; there must be more to the development of these disparate styles. The film’s timeline is also ambiguous, but most (and perhaps all) of the home visits were filmed after the tour’s conclusion. (In one segment, a musician who’s very much alive on the tour bus lies in an open casket.) If Gypsy Caravan is disorganized and sometimes vague, that just makes it typical of many contemporary documentaries, which often seem designed to perplex viewers who come to them without any background knowledge. But the film does have one advantage over similarly obscure docs: the music, which enchants every time Dellal drops her editing shears and lets a song play out.