So I'm an ancient history student and from a Greek perspective I will try to answer your question. Ethnicity in that area of the world is a question that still comes up today about country borders and what have you and this is probably the hardest area to study in Greek ancient history. The Odrysian Kingdom of Thrace is a conglomeration of tribes in the classical era and seems to be relatively similar to the Macedonian kingship and gets involved in their succession squabbles. These people were also no nomadic savages, they had royal residences and the resources to take on anyone single regional power up until Phillip II I think it would be fair to say(IE the nine ways colony debacle of Athens). In terms of culture they have ties with Greek families and Greco-Mythology has some things to say about them. In terms of sources Book 5 of Herodotus I believe would help you out and this article doesn't seem too bad http://digitalcommons.trinity.edu/cgi/viewcontent.cgi?article=1090&context=class_faculty. I am by no means an expert but culturally and politically they were heavily involved with their neighbours at least in the classical period it seems to me.
In terms of where they went the Hellenistic and Roman conquests did away with them as a unified political threat. Hope this helps, any mistakes are my own Mea Culpa.