I love it when Cliff Stoll (American Astronomer, hacker, scientist and author) makes an appearance on Numberphile. He really has a way with words:
The Borromean rings require each-other in order to form these links. If you can find a glue gun, a couple of magnets, and a couple of pieces of string — you've got it made! There's all the ingredients you need to explore Knot Theory!
While this kind of geometric structure is unlikely to exist in nature — it's really something else. Any two rings are disconnected from one another, but together they cannot be separated. The name, Borromean comes from the Borromeo family, known for previously having the rings on their coat of arms. Ballantine beer, carries the rings on their label as well.