We demonstrate that free graphene sheet edges can curl back on themselves, reconstructing as nanotubes. This results in lower formation energies than any other nonfunctionalized edge structure reported to date in the literature. We determine the critical tube size and formation barrier and compare with density functional simulations of other edge terminations including a new reconstructed Klein edge. Simulated high resolution electron microscopy images show why such rolled edges may be difficult to detect. Rolled zigzag edges serve as metallic conduction channels, separated from the neighboring bulk graphene by a chain of insulating sp3-carbon atoms, and introduce van Hove singularities into the graphene density of states.