Although rhapsodies—since the mid-19th century predominantly identified as musical compositions without fixed form—were composed by a number of prominent European and American composers, it was Franz Liszt, the author of Rhapsodies hongroises, who played the seminal role in establishing the status of rhapsody as a musical genre intrinsically joined with the imaginary ideal of gypsyness (defined as an intellectual construct). The chapter discusses consequences of uniting the concept of rhapsody with gypsyness, but also underlines the similarities between instrumental rhapsodies and ballads. It argues that although both genres shared a number of resemblances, the distinctive feature of the rhapsody remained its close association with romantic ideals of gypsyness. This strong link, the author claims, has been affecting the development and reception of the rhapsody as a genre.