We introduce the concept of a refinable set relative to a family of contrac
tive mappings on a metric space, and demonstrate how such sets are useful t
o recursively construct interpolants which have a multiscale structure. The
notion of a refinable set parallels that of a refinable function, which is
the basis of wavelet construction. The interpolation points we recursively
generate from a refinable set by a set-theoretic multiresolution are analo
gous to multiresolution for functions used in wavelet construction. We then
use this recursive structure for the points to construct multiscale interp
olants. Several concrete examples of refinable sets which can be used for g
enerating interpolatory wavelets are included.