Roma, or "gypsies," are the main poverty risk group in many countries of central and eastern Europe. Living standards for the Roma have deteriorated more severely during the region's transition to a market economy than they have for other population groups, and Roma have been poorly positioned to take advantage of emerging economic and civic opportunities. The first cross-country survey of Roma households in the region assesses the welfare of Roma from a quantitative perspective in Bulgaria, Romania, and Hungary. Findings indicate that welfare among Roma households is significantly lower than that of non-Roma in terms of material deprivation (consumption and income) and other measures of deprivation, including housing status, education levels, and employment opportunities. There is a strong association between Roma ethnicity and welfare, apparently due to differences in endowments and opportunities, but there is also an important component that is "structural." This structural component may reflect the influence of past and present discrimination, exclusion, and cultural factors affecting access to public services--for example through language barriers. Policy recommendations include increasing overall economic opportunities, especially among Roma; improving their access to education and the quality of education they receive; improving their health status and access to adequate housing; and providing direct support to poor Roma families. A technical annex describes the Yale Dataset, construction of the consumption aggregate, and survey data weighting. An appendix presents Roma demography in the three countries. (TD)