My knowledge about the topic is rather narrow, but I know about at least of one such situation.
So called "Gypsy revolt" happened in Gypsy Family Camp in Auschwitz II-Birkenau. It's known as the unique act of resistance inside of the camp. Official website of the Museum writes about it in the following words:
The Germans intended to exterminate the Roma completely as early as
May 1944. On May 15, Gypsy Camp director Unterscharfuehrer SS Georg
Bonigut ordered the inmates to stay in their barracks. The next day,
50 to 60 SS men surrounded the camp. They attempted to force the
prisoners out of the barracks, but failed to do so. Fearing
casualties, the Germans withdrew. There were significant numbers of
Wehrmacht veterans among the prisoners. The Germans also feared that a
mutiny could spread to other parts of the camp. On May 23, over 1,500
Gypsies were transferred from Birkenau to Auschwitz, from where they
were subsequently transferred to Buchenwald. Two days later, 82
Gypsies were shipped to the Flossenburg camp and 144 Gypsy women to
Ravensbrueck. Fewer than 3,000 people remained in the Family Camp.
Polish language version of the post is a bit more detailed. We can read there that according to the memories of Tadeusz Joachimowski, Polish prisoner who was a writer in the Gypsy Camp, a day before Georg Bonigut came to him and told about the upcoming extermination. He also told him to warn the Gypsies and order them "not to go to the slaughter like rams", but to gather all possible weapon (spades, crowbars, rocks, even knives), stay in the barracks and fight.