There's a good film that came out a few years ago, by a French film maker, about gypsies in Seville and the "Tres Mil Viviendas", the somewhat ghetto like neighborhood where many Seville gypsies were relocated to once Triana began gentrifying. The film is called "Poligono Sur" and narrates an interesting story about gitanos, flamenco, and the gitano outlook on life, among other things.
The Centro Andaluz de Flamenco in Jerez de la Frontera, about an hour south, has a sizeable library containing material dedicated to Flamenco art and naturally, the gypsies clans that helped to shape it. Not sure if this is the angle you were looking for but obviously Flamenco and gypsies are very closely tied together.