The Collaborative International Dictionary of English v.0.48:

Cymry \Cym"ry\ (-r?), n. [W., pl.]
   A collective term for the Welsh race; -- so called by
   themselves . [Written also Cymri, Cwmry, Kymry, etc.]
   [1913 Webster]

WordNet (r) 3.0 (2006):

Cymry
    n 1: a native or resident of Wales [syn: Welshman, Welsh,
         Cambrian, Cymry]