Materials such as graphene and topological insulators host massless Dirac fermions that enable the study of relativistic quantum phenomena. Single quantum dots and coupled quantum dots formed with massless Dirac fermions can be viewed as artificial relativistic atoms and molecules, respectively. Such structures offer a unique testbed to study atomic and molecular physics in the ultrarelativistic regime (particle speed close to the speed of light). Here we use a scanning tunnelling microscope to create and probe single and coupled electrostatically defined graphene quantum dots to unravel the magnetic-field responses of artificial relativistic nanostructures. We observe a giant orbital Zeeman splitting and orbital magnetic moment up to ~70 meV T-1 and ~600μB (μB, Bohr magneton) in single graphene quantum dots. For coupled graphene quantum dots, Aharonov-Bohm oscillations and a strong Van Vleck paramagnetic shift of ~20 meV T-2 are observed. Our findings provide fundamental insights into relativistic quantum dot states, which can be potentially leveraged for use in quantum information science.