Earlier, I described the E Phrygian Dominant scale as being a slight variant of the E Phrygian scale.  The E Phrygian scale is the same as the C Major scale, but starts and ends on E rather than C.  The E Phrygian Dominant (also called the Spanish Gypsy scale) raises the 3rd note of the scale 1/2 step. So instead of E F G A B C D E, you play E F G# A B C D E. 

Here's an  example of a song that uses this scale.  It is a section of Waves on the Danube by Losif Ivanovici that was reworked into a song sung by Al Jolson and called The Anniversary Song.  It's pretty easy and here's how to play it.