Experimental electrical double-layer capacitances of porous carbon electrodes fall below ideal values, thus limiting the practical energy densities of carbon-based electrical double-layer capacitors. Here we investigate the origin of this behaviour by measuring the electrical double-layer capacitance in one to five-layer graphene. We find that the capacitances are suppressed near neutrality, and are anomalously enhanced for thicknesses below a few layers. We attribute the first effect to quantum capacitance effects near the point of zero charge, and the second to correlations between electrons in the graphene sheet and ions in the electrolyte. The large capacitance values imply gravimetric energy storage densities in the single-layer graphene limit that are comparable to those of batteries. We anticipate that these results shed light on developing new theoretical models in understanding the electrical double-layer capacitance of carbon electrodes, and on opening up new strategies for improving the energy density of carbon-based capacitors.