The notion of entanglement of quantum states is usually defined with respect to a fixed bipartition. Indeed, a global basis change can always map an entangled state to a separable one. The situation is however different when considering a set of states. In this work we define the notion of an "absolutely entangled set" of quantum states: for any possible choice of global basis, at least one of the states in the set is entangled. Hence, for all bipartitions, i.e. any possible definition of the subsystems, the set features entanglement. We present a minimum example of this phenomenon, with a set of four states in $mathbb{C}^4 = mathbb{C}^2 otimes mathbb{C}^2$. Moreover, we propose a quantitative measure for absolute set entanglement. To lower-bound this quantity, we develop a method based on polynomial optimization to perform convex optimization over unitaries, which is of independent interest.