In a high-gain free-electron laser (FEL) employing a planar undulator, stro
ng bunching at the fundamental wavelength can drive substantial bunching an
d power levels at the harmonic frequencies. In this paper we investigate th
e three-dimensional evolution of harmonic radiation based on the coupled Ma
xwell-Klimoniovich equations that take into account nonlinear harmonic inte
ractions. Each harmonic field is a sum of a linear amplification term and a
term driven by nonlinear harmonic interactions. After a certain stage of e
xponential growth, the dominant nonlinear term is determined by interaction
s of the lower nonlinear harmonics and the fundamental radiation. As a resu
lt, the gain length, transverse profile, and temporal structure of the firs
t few harmonics are eventually governed by those of the fundamental. Transv
ersely coherent third-harmonic radiation power is found to approach 1% of t
he fundamental power level for current high-gain FEL projects.