Meet Spainโs Nomadic Cave Gypsies. There is a fascinating community of people living in Spain who make their homes out of abandoned caves. In the hills above the beautiful Spanish city of Granada lies the Roma/Gitano/Gypsy cave community of Sacromonte. After the fall of the Moorish empire in the 1500โs, the Roma arrived and carved cave homes into the hillside. These days much of Sacromonte has become a tourist spot.