How do I add the contents of an iterable to a set?

You can use the set() function to convert an iterable into a set, and then use standard set update operator (|=) to add the unique values from your new set into the existing one.

>>> a = { 1, 2, 3 }
>>> b = ( 3, 4, 5 )
>>> a |= set(b)
>>> a
set([1, 2, 3, 4, 5])

You can add elements of a list to a set like this:

>>> foo = set(range(0, 4))
>>> foo
set([0, 1, 2, 3])
>>> foo.update(range(2, 6))
>>> foo
set([0, 1, 2, 3, 4, 5])

For the benefit of anyone who might believe e.g. that doing aset.add() in a loop would have performance competitive with doing aset.update(), here's an example of how you can test your beliefs quickly before going public:

>\python27\python -mtimeit -s"it=xrange(10000);a=set(xrange(100))" "a.update(it)"
1000 loops, best of 3: 294 usec per loop

>\python27\python -mtimeit -s"it=xrange(10000);a=set(xrange(100))" "for i in it:a.add(i)"
1000 loops, best of 3: 950 usec per loop

>\python27\python -mtimeit -s"it=xrange(10000);a=set(xrange(100))" "a |= set(it)"
1000 loops, best of 3: 458 usec per loop

>\python27\python -mtimeit -s"it=xrange(20000);a=set(xrange(100))" "a.update(it)"
1000 loops, best of 3: 598 usec per loop

>\python27\python -mtimeit -s"it=xrange(20000);a=set(xrange(100))" "for i in it:a.add(i)"
1000 loops, best of 3: 1.89 msec per loop

>\python27\python -mtimeit -s"it=xrange(20000);a=set(xrange(100))" "a |= set(it)"
1000 loops, best of 3: 891 usec per loop

Looks like the cost per item of the loop approach is over THREE times that of the update approach.

Using |= set() costs about 1.5x what update does but half of what adding each individual item in a loop does.