More recently, researchers have begun to describe particular forms of agency in migration on the part of Roma. This chapter aims at contributing to this line of research by referring to sociocultural anthropology's interest in cultural change in migration and on 'cultural mobilities' in transnational migration. It refers to the theoretical reflections of Appadurai on the 'future as a cultural fact', and investigates a particular aspect of transnational cultural mobility, that is, the impact of migrations on the 'capacity to aspire': the capacity to imagine changes in one's own living conditions and to act in order to make these changes happen. The chapter also summarises some significant aspects of the theoretical reflections on the capacity to aspire, as proposed by Appadurai. It shows how Roma migrants' capacity to aspire can be both limited and encouraged by the different local policies within the Italian context, and how the Roma themselves strive to improve their own capacity to aspire through migration.