Fractal structures appear in many situations related to the dynamics of conservative as well as dissipative dynamical systems, being a manifestation of chaotic behaviour. In open area-preserving discrete dynamical systems we can find fractal structures in the form of fractal boundaries, associated to escape basins, and even possessing the more general property of Wada. Such systems appear in certain applications in plasma physics, like the magnetic field line behaviour in tokamaks with ergodic limiters. The main purpose of this paper is to show how such fractal structures have observable consequences in terms of the transport properties in the plasma edge of tokamaks, some of which have been experimentally verified. We emphasize the role of the fractal structures in the understanding of mesoscale phenomena in plasmas, such as electromagnetic turbulence.