Previous genetic studies, supported by linguistic and historical data, suggest that the European Roma, comprising a large number of socially divergent endogamous groups, may be a complex conglomerate of founder populations. The boundaries and characteristics of such founder populations and their relationship to the currently existing social stratification of the Roma have not been investigated. This study is an attempt to address the issues of common vs independent origins and the history of population fissioning in three Romani groups that are well defined and strictly endogamous relative to each other. According to linguistic classifications, these groups belong to the Vlax Roma, who account for a large proportion of the European Romani population. The analysis of mtDNA sequence variation has shown that a large proportion of maternal lineages are common to the three groups. The study of a set of Y chromosome markers of different mutability has revealed that over 70% of males belong to a single lineage that appears unique to the Roma and presents with closely related microsatellite haplotypes and MSY1 codes. The study unambiguously points to the common origins of the three Vlax groups and the recent nature of the population fissions, and provides preliminary evidence of limited genetic diversity in this young founder population.