My guess is it might have started with Emir Kusturica film scores in the 90s, one or two of which (memory gap) feature his No Smoking orchestra.
Some "celebrity" orchestras I can name offhand: Fanfare Ciocarlia, Sufi mentioned the Boban Markovic Orkestar, Goran Bregovic also, they've done a bunch of club/festival tours as far as I'm aware of. Caught FC once and they were great. Played wedding tunes mostly, what a change from ABBA and Village People and other standard wedding disco fodder...
Some downtempo folk are in on the gypsy thing. Two or three years ago I heard Peter Kruder drop a mad swirling tune mid-set on several occasions, that cleared out some earholes (or woke some snoozers). Shantel brought out two albums called Bucovina Club 1 + 2 where he has some original gypsy music alongside his rather less interesting reworks a while back.
On a tangent, I suppose the whole Russendisko stuff from a few years back, big bouncy Russian tunes that start like a reeling drunk walks and end with mad pogoing in the mosh pit, could also be included here. Ditto klezmer.
There is an absolutely fantastic kind of mad, mad brass band music called banda here in the north and west of Mexico, I tell you there is nothing like a banda orchestra in full swing, when the brass kicks in it is hair-raising*. Banda Sinaloense del Este are my top boys but any self-respecting municipality has at least a few of these bands.
All that banda stuff and, in more general terms, norteño (northern) music in Mexico is basically a take on Central/Eastern European polkas, mazurkas, waltzes, redovas, etc etc also the English quadrille and Scottish dances; all of this was played at weddings and other social events in the 1800s and evolved into the form that's known today.
Now you even have corridas which sing the praises of coyotes/polleros (people smugglers) and drug lords and these match any gangsta rap or badbwoy tune you care to mention for gun talk and graphic accounts of brutality.
* Like the Afrika 70, Don Ellis Orchestra, Mike Westbrook stuff, Kenton, Charles Tolliver and Music Inc., of course the Skatalites. OK so there are some things like it. But more brass is needed!
And of course there is a lot of non brass gypsy music too, e.g. flamenco. Hearing Tomatito play por bulerías is one of the most exhilarating sounds I know.