Set is a supernatural being who was worshipped as a god in ancient Egypt.
In 1995, the Emir used the Scroll of Thoth to bind the jackal god Anubis with a spell that invoked the power of Osiris, Isis, and Set.
Set is a Trickster figure much like Puck, Anansi or Coyote (though a much nastier one). 
- "Grief" (Mentioned Only)
Real World Background
In ancient Egyptian religion, Set was a god associated with deserts, storms and chaos (if not outright evil). Set was considered the son of the earth god Geb and the sky goddess Nut, as well as the brother of Osiris and Isis. Like many other Egyptian deities, Set was usually portrayed as a man with the head of an animal. Though scholarly opinion is divided as to exactly what creature either real or imagined, the “Set Animal” is meant to represent.
According to mythology, Set was born when he savagely tore himself from his mother's womb. He became lord of the deserts and foreign lands while Osiris and Isis became the first King and Queen of Egypt. Set grew jealous of his brother and eventually murdered him, viciously dismembering Osiris's corpse into fourteen pieces and scattering them across the land. Set then seized the throne and ruled Egypt for many years before being himself overthrown by Osiris's son the falcon god Horus. Despite his brutal nature or perhaps because of it, Set served a vital role in the Egyptian pantheon. He was charged with protecting the sun god Ra from the great serpent demon Apophis. Every night as the golden barge of Ra travelled through the underworld, Apophis would lie in wait, intent on devouring the sun god. As one of the mightiest and warlike gods, only Set possessed the strength to meet the serpent demon in battle night after night.
- Set at Wikipedia, the Free Encyclopedia