I feel your pain. I live about three hundred metres away from a legitimate Gypsy camp, and so long as they stay there, I've got no problem. However, they keep trying to move onto the field directly behind my house, and they're trying to force through a sale of the land despite it being declared part of the National Trust. The entire village is fighting them tooth and nail, because it's always a disaster when they pitch on that field. Pets go missing, they let their horses run wild, and they break windows all over the place. Plus they carry guns, which we don't want.
Police is your best bet. It's likely that they're there illegally, and with enough complaints, the authorities should move them on. I'd complain to the council as well.
I swear, I try my hardest to be open-minded and not badmouth them, but with the way they treat us, they make it difficult. It really is scary.