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The Mabinogion Set is a book about the most famous of medieval Welsh stories: the Four Branches of the Mabinogi. It is also a book about a mathematical phenomenon: fractals. Fractals are mathematical patterns that repeat at every scale, and this study argues that, like natural fractals (snowflakes, tree branches), the Four Branches of the Mabinogi have a repeating structure. In putting forward this new theory, The Mabinogion Set proposes a new type of structural analysis: formal narrative topology, which pays attention not to themes or plot elements but to patterns of repetition within a story. The author also explores the implications of a topological analysis of the Four Branches on our understanding of their possible oral or written origins, authorship, transmission, memorability and performance.