Systematic analyses of human leukocyte antigen (HLA) profiles in different populations may increase the efficiency of bone marrow donor selection and help reconstructing human peopling history. We typed HLA-A, -B, and -DRB1 allele groups in two bone marrow donor cohorts of 2402 Hungarians and 186 Hungarian Gypsies and compared them with several Central-European, Spanish Gypsy, and Indian populations. Our results indicate that different European Gypsy populations share a common origin but diverged genetically as a consequence of founder effect and rapid genetic drift, whereas other European populations are related genetically in relation to geography. This study also suggests that while HLA-A accurately depicts the effects of genetic drift, HLA-B, and -DRB1 conserve more signatures of ancient population relationships, as a result of balancing selection.