Another proof of the strong connection between the Roma and the culture and history of the other peoples of the Balkans up to the 19th century is the fact that, time and again, the Roma participated in the resistance against foreign occupation. The Roma heroes of the revolution in 1848 are legendary to this day.

With the rise of the ethnic-nationalist movement, the Roma were increasingly caught in the crossfire between Serbs and Albanians, both sides demanding absolute loyalty. During the Balkan wars of 1912/1913, Serbian propagandists justified massacres of Muslim Albanians by referring to them as sub-human creatures who could be recognised by their "ugly Gypsy-faces". Nevertheless, Serbian Roma actively participated - also as regular soldiers - in the resistance of the Serbs against the German and Austrian occupation in World War I. When the Albanian nationalists, thanks to Mussolini and Hitler, were finally able to proclaim an "ethnically clean" Greater Albania, a systematic persecution of Serbs, Jews and "Gypsies" started in Kosovo, first conducted by the Albanian bands of "Balli Kombetar" and later by the SS-division "Skanderbeg", which Himmler himself put together using Albanian volunteers. Until 1943, Roma were forced to do slave labour, wearing yellow arm-bands. Later, many were deported to Jasenovac, Buchenwald and Mauthausen. The 81-year old Rom Sevki M., who fled to Cologne in September 2000, in the 1940s, had been deported from Orahovac to Finsterbergen in Thuringia to do forced labour.

Many Roma in Kosovo joined Tito´s partisans. The centre for Roma culture in Pristina, the "Durmush-Aslano-Centre," still carried the name of one of these anti-fascist activists until it was destroyed by the UCK (KLA) in 1999. The Roma actively participated in the resistance against the Albanian fascists and their German masters in Greater Albania, which had annexed Kosovo and parts of Montenegro. Ibrahim Hasani, for instance, who was forced to work at a garage for German military vehicles in Mitrovica, secretly delivered petrol and arms to the partisans. Before he fled into the mountains, he blew up the German ammunition stores and garages full of army trucks. Another Rom partisan was Sotschir Sejdovic, who was killed in July 1941 near the village of Lopate, which then belonged to Greater Albania. Ruzdija Sejdovic, a member of the Rom e.V., recalls his uncle's story: "Sotschir was positioned as a guard on a mountain slope. He was the first to notice German troops coming up the serpentine road with trucks. He waited for them to come around a steep curve, then he opened up on them. He shot the driver of the first truck, which then crashed down the mountain with all its soldiers. While trying to destroy more trucks, my uncle got shot himself. Today, a memorial near Lopate is dedicated to him."