Although this is the place that the modern adjective ''bohemian'' refers to, that usage was based on a broad stereotype and also a poor grasp of geography, so don't expect the Bohemians you meet to be nomadic or anti-conventional artistic/literary ''bohemians'', or to see anything out of Puccini's "La Boheme". And no, ''Bohemian Rhapsody'' (its lyrics sprinkled with Italian and Arabic) is not a local anthem!
So the word Bohemia/Bohemian came from the name of the Celtic tribe, which occupied the region around the first 4 centuries of the first millennium. The region, which politically started off as an independent Czech Kingdom, eventually passed on to the Austrian Empire before being combined with Moravia-Silesia and Slovakia to form Czechoslovakia after WWI. The term had ended up meaning more or less "Czech" by the end of the 19th Century with the awakening of Slavic nationalism. However, it was also used to refer to any inhabitant of Bohemia, including the vast number of Germans that used to inhabit the region until the end months of WWII.