Co/Cu multilayers were prepared by cross-beam pulsed laser deposition and characterised by high-angle X-ray diffraction as well as specular and off-specular reflection. Using synchrotron radiation at the K-edge energy of Co and Cu to enhance the scattering contrast, the study shows that the roughness of these multilayers is well described by the fractal model of self-affine structures. For the pulsed laser deposited layers an extremely large lateral correlation length, xi, of the vertically correlated interfacial roughness is found (xi > 1 mum) which exceeds the xi -value of the uncorrelated roughness by approximately two orders. The interfaces are very jagged (roughness exponent, h, between 0.15 and 0.3). The root mean square roughness, sigma (r.m.s.), of the Cu/Co and Co/Cu interfaces are of the same order compared with the values reported for sputtered layers.