There are at least 8 artists/projects who have used this name for tracks and scores:
1) Gypsy, a punk rock band from Pennsylvania in the vein of Jawbreaker. Featuring members of Cold World, Let Down, Bad Seed, and Blacklisted. They've released a two song EP "Relatively Distant b/w Skeleton Parade" in 2009 and their debut full length "Giant's Despair" in 2012 on Six Feet Under Records.
2) Gypsy, an American progressive rock band from Minnesota, formed as The Underbeats (1962-1968).