My mom didn't use gypsies, she used Baba Yaga. She lives in a hut on chicken legs that can move around, and would kidnap small children and threaten to eat them. She said if I was bad, she was going to take me into the forest and call Baba Yaga and I would never be seen from again. I said the police would come and look for me, but she said they wouldn't because Baba Yaga has a silver birch broom that clears away any trace of her. And Baba Yaga is scary! we're talking a witch with sharp iron teeth that eats small children!
Once, I was really bad, and we were upstate for the summer. My mom actually took me into the woods and starts calling Baba Yaga's name. I was so terrified, hysterical crying, I swore I would be good from then on, I just didn't want to go with Baba Yaga.