Here's another picture of a beggar I took on Rome. This woman was sitting on the Spanish Stairway.
they are gypsies, I think most come from the ex Yugoslavia region but don't really have a nation of origin, the women beg for a living among other activities like collecting things that don't belong to them
I think the ones in Italy are called Rom and are a nomadic population that live in camps outside most cities.
A fair number of these people are of Albanian origin. Some from Albania itself, and some from Kosovo (formerly a bit of Yugoslavia). They are becoming a much commoner sight in many European cities than was once the case..