  This paper concerns the following question: given a subset $E$ of
$\mathbb{R}^n$ with empty interior and an integrability parameter $1<p<\infty$,
what is the maximal regularity $s\in\mathbb{R}$ for which there exists a
non-zero distribution in the Bessel potential Sobolev space
$H^{s,p}(\mathbb{R}^n)$ that is supported in $E$? For sets of zero Lebesgue
measure we apply well-known results on set capacities from potential theory to
characterise the maximal regularity in terms of the Hausdorff dimension of $E$,
sharpening previous results. Furthermore, we provide a full classification of
all possible maximal regularities, as functions of $p$, together with the sets
of values of $p$ for which the maximal regularity is attained, and construct
concrete examples for each case. Regarding sets with positive measure, for
which the maximal regularity is non-negative, we present new lower bounds on
the maximal Sobolev regularity supported by certain fat Cantor sets, which we
obtain both by capacity-theoretic arguments, and by direct estimation of the
Sobolev norms of characteristic functions. We collect several results
characterising the regularity that can be achieved on certain special classes
of sets, such as $d$-sets, boundaries of open sets, and Cartesian products, of
relevance for applications in differential and integral equations.
