On average darker skin than that of the rest of the local population, many with some recognisable facial characteristics, clothing if traditional, and many live with some off-the-local-norm social customs like living together in large quarreling families.
Of course, if people bothered to look at a sample of individuals from the group, they'd see what pereuleok says about middle-class Roma becoming unnoticed, and that non-Roma can have a "Gypsy appearance". (To examples close to home: I could trip up a more right-wing minded relative who argued about a 'Gypsy problem' by reminding him of his darker complexion; while the leader of main opposition party Fidesz, former PM Viktor Orbán not only has a darker skin but some facial characteristics normally recognised as "Gypsy", inspiring some nasty racist digs from Socialist voters to annoy his nationalist voters.)
And the ironic part is that for practically the whole Balkans, it is true that in the country neighbouring to the Northwest, many locals will see you as a Gypsy. (I.e. if you come from Turkey to Bulgaria, or from Bulgaria to Serbia, or from Romania to Hungary, or from Hungarí to Austria.) *Lunatic*, n. One whose delusions are out of fashion.