Roma, yes, as both of our groups were targeted for utter extermination in ways that the other groups were not, and, even today, the Roma are still persecuted in Europe without mercy. To this day, Jewish-Roma solidarity is a social factor in both of our communities, as, it is commented, “the Venn Diagram of antisemites and anti-romaniyites is a circle”. (And that’s not counting the individuals who are members of both communities).
However, keep in mind the context of that statement. Judaism, being an ethno-religion, with its own culture, has fairly stringent rules on “Who Is A Jew?” According to the strictest interpretations, Jewish identity is transmitted solely through the matrilineal line of descent. I, personally, have a different view, noting three axes of Jewish identity: Cultural, Ethnic, and Religious.
So long as someone has a legitimate claim on any of the three axes and (this is key) wishes to be considered as a Jew, I generally consider them to be Jewish (with the caveat of certain corner cases, and groups such as the Messianics).
As for the Nazis, anyone that was Culturally, Ethnically, or Religiously a Jew would have been in those gas chambers along with my great-grandparents (or worse; Mengele shot my great-grandmother to death in front of my grandmother for his personal amusement).
But, if and when someone comes to me that is a Patrilineal Jew, a person with a Jewish father but not a Jewish mother, but was raised as a Jew, and wishes to be considered as a Jew, even if the halakah says otherwise, as far as I’m concerned, they are a Jew.
Does that make sense?