Set Theory and the Continuum Problem is a novel introduction to set theory, including axiomatic development, consistency, and independence results. It is self-contained and covers all the set theory that a mathematician should know. Part I introduces set theory, including basic axioms, development of the natural number system, Zorn's Lemma and other maximal principles. Part II proves the consistency of the continuum hypothesis and the axiom of choice, with material on collapsing mappings, model-theoretic results, and constructible sets. Part III presents a version of Cohen's proofs of the independence of the continuum hypothesis and the axiom of choice. It also presents, for the first time in a textbook, the double induction and superinduction principles, and Cowen's theorem. The book will interest students and researchers in logic and set theory.