Currently, Mullvad VPN client will not run on Fedora 24/25 due to a bug in pygtk2. I've created a patched version that may also work on other RPM-based systems.

Install

sudo dnf copr enable slethen/mullvad
sudo dnf install mullvad

Source

My modified source is hosted on GitHub
https://github.com/Slethen/mullvad

Fedora Copr builds are automatically compiled from these sources
https://copr.fedorainfracloud.org/coprs/slethen/mullvad/builds/

Disclaimer

This code is not supported by Mullvad, please don't send bug reports to Mullvad relating to these packages. Feel free to report any Fedora specific issues on my GitHub page.