I have said many times that only Jews can really come close to understanding the impact the Porrajmos has had on the Romani population, and I venture to think that only Romanies can come close, on an emotional level, to understanding the Jewish tragedy. The Holocaust, sadly, just doesn’t seem to mean as much for anyone else. But neither Jew nor Rom can fully understand the other’s experience, then or now, nor should either begin to presume to interpret for the other.

— Ian Hancock

As the old saying goes, misery enjoys company, and there is perhaps no better example of this than the plight of Jews and Roma in Europe. Although Jewish and Romani cultures have little in common (at least at first glance), in many cases it was easy for Jews and Roma to put aside whatever differences that they had when their lives were at stake. Quoting Kateřina Čapková and Eliyana R. Adler in Jewish and Romani Families in the Holocaust and Its Aftermath, page 5:

Because the discrimination against Jews started earlier than that against the Roma, there were cases of Romani families hiding Jewish families in Romani settlements.¹⁶

Volha Bartash, page 41:

The memories of Jewish–Romani wartime encounters were not limited to recollections of mass killings, ghettos, and concentration camps. The stories of survival, to an even greater extent, demonstrate the awareness of each other’s destiny and readiness to help. For instance, Wanda Stankiewicz, a Romani woman from Ejszyszki, rescued a Jewish girl who had lost her parents in one of the early massacres in 1941.⁷⁵

While hiding in the woods, Jews and Roma often stuck together, sharing food and warning each other of danger. The poetry of Papusza (Bronisława Wajs), considered to be one of the earliest accounts of the Holocaust of Roma also sheds light on the connections between Roma and Jews in the Volhynian forests (current Ukraine).

Papusza and the members of her community later recalled the Jews who were hiding together with their group; many verses of her poetry are dedicated to the plight of Romani and Jewish women and children, who were particularly vulnerable to the harsh conditions of the natural environment.⁷⁶ Survivor accounts indeed show that a Jewish and a Romani family in hiding faced similar challenges.

[…]

As a result of their common destiny, the Romani and Jewish communities of Belarus and Lithuania currently share a number of memory sites (some along with other victim groups). […] How the Romani and Jewish communities of both countries coordinate their commemoration projects represents another potential line of inquiry for further research.

It is interesting that the Belarusian Jewish community has supported a number of Romani commemoration efforts. For instance, Romani and Jewish victims of the Kaldychava (Kołdyczewo) concentration camp have been commemorated together in one memorial complex.⁷⁷

Ari Joskowicz’s Rain of Ash: Roma, Jews, and the Holocaust may be to date the most complete account (in English) on Jewish–Romani relations during the twentieth century and specifically during WWII. For example, page 42:

While the majority of Papusza’s poetry uses natural imagery to express her sense of loss in the face of destruction, “Tears of Blood” describes her wartime experiences in concrete terms, describing the solidarity she felt for persecuted Jews and the Jewish children who found their way into the forests.¹¹⁵

I saw a beautiful young Jewish girl,
shivering from cold,
asking for food.
You poor thing, my little one.
I gave her bread, whatever I had, a shirt.
We both forgot that not far away
were the police.
But they didn’t come that night.¹¹⁶

Elsewhere in the poem, she implores a bright star to blind the Germans “so the Jewish and Gypsy child can live” and also seeks to protect two Jews who were the sole survivors of their families.¹¹⁷ Together with the work of Sutzkever, Papusza’s poetry memorializes moments of shared Romani–Jewish battles for survival and resistance in [Axis]‐occupied Europe.¹¹⁸

These acts of joint resistance extended beyond partisan activity: in the ghettos in Radom and Tarnów, Roma participated in the smuggling networks and illicit supply chains that fed starving Jewish ghetto inmates.¹¹⁹

You may be pleasantly surprised to learn that it is actually fairly normal for Romani adults to mention Jews in their narratives pertaining to the Fascist era. Quoting Zsuzsanna Vidra in Multi‐Disciplinary Approaches to Romany Studies, page 206:

The Romany interviewees tell stories of their experiences with their Jewish neighbours from the post‐war period.⁸ As a matter of fact, the “Jewish theme” comes up spontaneously in the narratives. […] In contrast to the narratives of the post‐war majority society, my Romany interviewees born after 1945 openly and spontaneously shared stories about their Jewish neighbours without using any narrative techniques to hide or avoid mentioning the ethnic origin of the people in question.

(Emphasis added in all cases.)

Just for the sake of balance, I should admit that Jewish–Romani relations haven’t always been so romantic. In particular, Rain of Ash discusses instances not only of solidarity but also of conflict, especially between Jews or Roma who were relatively privileged such as police or Kapos, but it is possibly worth mentioning that in‐group conflicts were far from unknown either; after all, the Fascists loved to pit their enemies against each other.

In any case,

The fact that the issue of persecution of the Roma is almost always linked to persecution of Jews, prevents it from being treated as an autonomous subject of scientific research, and consequently as a historical phenomenon that should be contemplated independently of other events.

(Source.)