Find the curve defined by the equation
\[r^2 \cos 2 \theta = 4.\](A) Line
(B) Circle
(C) Parabola
(D) Ellipse
(E) Hyperbola

Enter the letter of the correct option.
From $r^2 \cos 2 \theta = 4,$
\[r^2 (\cos^2 \theta - \sin^2 \theta) = r^2 \cos^2 \theta - r^2 \sin^2 \theta = 4.\]Then $x^2 - y^2 = 4,$ or
\[\frac{x^2}{4} - \frac{y^2}{4} = 1.\]Thus, the graph represents a hyperbola.  The answer is $\boxed{\text{(E)}}.$

[asy]
unitsize(0.5 cm);

pair moo (real t) {
  real r = sqrt(4/Cos(2*t));
  return (r*Cos(t), r*Sin(t));
}

path foo = moo(-44);
real t;

for (t = -44; t <= 44; t = t + 0.1) {
  foo = foo--moo(t);
}

draw(foo,red);
draw(reflect((0,0),(0,1))*(foo),red);

draw((-4,0)--(4,0));
draw((0,-4)--(0,4));

limits((-4,-4),(4,4),Crop);

label("$r^2 \cos 2 \theta = 4$", (6.5,1.5), red);
[/asy]