"Land of the Great Horses", a short story by the great R. A. Lafferty. You may have read it in Lafferty's collection Nine Hundred Grandmothers or in Harlan Ellison's anthology Dangerous Visions.
"Land of the Great Horses" is a short story by R. A. Lafferty from Harlan Ellison's science fiction anthology Dangerous Visions. The story takes a broad view of the earth after extraterrestrials (the Outer Visitors) return the native land of the Romany (the Land of the Great Horses), on which they had been experimenting. Roma everywhere leave their work to return to it.
They then scoop up the city of Los Angeles, whose residents become the new wanderers, Angelenos. When asked what happened, they commonly reply, "They came and took our Dizz away from us."
An explorer is in a jeep (Dead Sea area possibly but I'm not sure)
They're in the Thar Desert of northwestern India:
Two Englishmen, Richard Rockwell and Seruno Smith, were rolling in a terrain buggy over the Thar Desert. It was bleak, red country, more rock than sand. It looked as though the top had been stripped off it and the naked underland left uncovered.
They heard thunder and it puzzled them. They looked at each other, the blond Rockwell and the dark Smith. It never thundered in the whole country between New Delhi and Bahawalpur. What would this rainless North India desert have to thunder with?
and suddenly finds he's at a much higher altitude. A new landmass has arisen.
"Smith, you're wide-eyed crazy!" Rockwell gasped. "And what am I? We're terribly lost somehow. Smith, look at the log chart and the bearings recorder!"
"Log chart, sir? I'm a poor kalo man who wouldn't know—"
"Damn you, Smith, you made these instruments. If they're correct we're seven hundred feet too high and have been climbing for ten miles into a highland that's supposed to be part of a mirage. These cliffs can't be here. We can't be here. Smith!"
All around Earth various Gypsy clans (they were described in the story as Gypsies, not Travellers or Travelling People) begin heading to this new land and telling each other "it's came back".
In an upper room on Olive Street in St. Louis, Missouri, a half-and-half couple were talking half-and-half.
"The rez has riser'd," the man said. I can sung it like brishindo. Let's jal.
[. . . .]
In Camargo in the Chihuahua State of Mexico, a shade-tree mechanic sold his business for a hundred pesos and told his wife to pack up—they were leaving.
[. . . .]
A carny in Nebraska lifted his head and smelled the air.
"It's come back," he said. "I always knew we'd know. Any other Romanies here?"
[. . . .]
In Tulsa, a used-car dealer named Gypsy Red announced the hottest sale on the row:
"Everything for nothing! I'm leaving. Pick up the papers and drive them off. Nine new heaps and thirty good ones. All free."
[. . . .]
In Galveston a barmaid named Margaret was asking merchant seamen how best to get passage to Karachi.
"Why Karachi?" one of them asked her.
"I thought it would be the nearest big port," she said. "It's come back, you know."
[. . . .]
From deeper Europe, Tsigani began to travel overland eastward. The people were going from two hundred ports of every continent and over a thousand highroads—many of them long forgotten.
Balauros, Kalo, Manusch, Melelo, Tsigani, Moro, Romani, Flamenco, Sinto, Cicara, the many-named people was traveling in its thousands. The Romani Rai was moving.
Two million Gypsies of the world were going home.
Somehow they have had a race memory that's prevented them settling for generations, a scientist works out an alien 'sampler' had been studying their original land but has now finished.....maybe some other place will be selected for study.
At the Institute, Gregory Smirnov was talking to his friends and associates.
"You remember the thesis I presented several years ago," he said, "that, a little over a thousand years ago, Outer Visitors came down to Earth and took a sliver of our Earth away with them. All of you found the proposition comical, but I arrived at my conclusion by isostatic and eustatic analysis carried out minutely. There is no doubt that it happened."
"One of our slivers is missing," said Aloysius Shiplap. "You guessed the sliver taken at about ten thousand square miles area and no more than a mile thick at its greatest. You said you thought they wanted to run this sliver from our Earth through their laboratories as a sample. Do you have something new on our missing sliver?"
"I'm closing the inquiry," Gregory said. "They've brought it back."
The story jumps forward a few centuries
From the TWENTY-SECOND-CENTURY
COMPREHENSIVE ENCYCLOPEDIA, Vol. I, page 389—
and takes a look at the current Travellers, they are American city-folk descendants who maintain loads of old automobiles and drive around saying "one day their city will return" or similar wording.
ANGELENOS. (See also Automobile Gypsies and Prune Pickers.) A mixed ethnic group of unknown origin, much given to wandering in automobiles. It is predicted that they will be the last users of this vehicle, and several archaic chrome-burdened models are still produced for their market. These people are not beggars; many of them are of superior intelligence. They often set up in business, usually as real estate dealers, gamblers, confidence men, managers of mail-order diploma mills, and promoters of one sort or another. They seldom remain long in one location.