The recent discovery of graphene has sparked much interest, thus far focused on the peculiar electronic structure of this material, in which charge carriers mimic massless relativistic particles. However, the physical structure of graphene--a single layer of carbon atoms densely packed in a honeycomb crystal lattice--is also puzzling. On the one hand, graphene appears to be a strictly two-dimensional material, exhibiting such a high crystal quality that electrons can travel submicrometre distances without scattering. On the other hand, perfect two-dimensional crystals cannot exist in the free state, according to both theory and experiment. This incompatibility can be avoided by arguing that all the graphene structures studied so far were an integral part of larger three-dimensional structures, either supported by a bulk substrate or embedded in a three-dimensional matrix. Here we report on individual graphene sheets freely suspended on a microfabricated scaffold in vacuum or air. These membranes are only one atom thick, yet they still display long-range crystalline order. However, our studies by transmission electron microscopy also reveal that these suspended graphene sheets are not perfectly flat: they exhibit intrinsic microscopic roughening such that the surface normal varies by several degrees and out-of-plane deformations reach 1 nm. The atomically thin single-crystal membranes offer ample scope for fundamental research and new technologies, whereas the observed corrugations in the third dimension may provide subtle reasons for the stability of two-dimensional crystals.