The ability to create graphene nanoribbons with atomically sharp edges is important for various graphene applications because these edges significantly influence the overall electronic properties and support unique magnetic edge states. The discovery of graphene self-folding induced by traveling wave excitation through atomic force microscope scanning under a normal force of less than 15 nN is reported. Most remarkably, the crystallographic direction of self-folding may be either along a chosen direction defined by the scan line or along the zigzag or armchair direction in the presence of a pre-existing crack in the vicinity. The crystalline direction of the atomically sharp edge is confirmed via careful lateral force microscopy measurements. Multilayer nanoribbons with lateral dimensions of a few tens of nanometers are realized on the same graphene sheet with different folding types (e.g., z-type or double parallel). Molecular dynamics simulations reveal the folding dynamics and suggest a monotonic increase of the folded area with the applied normal force. This method may be extended to other 2D van der Waals materials and lead to nanostructures that exhibit novel edge properties without the chemical instability that typically hinders applications of etched or patterned graphene nanostructures.