There are nonlinear versions of the Schrodinger equation that are completely irrelevant to your question. These are like the Gross-Pitaevski equation, they are nonlinear classical field equations that describe the flow of a self-interacting superfluid or BEC. These equations have nothing to do with the evolution of probability amplitudes, and I will not consider them further.
Probability theory is exactly linear
To understand why the concept of a nonlinear equation for probability amplitudes is not reasonable, and most likely completely impossible, consider first classical probability. Suppose I have a classical equation of motion of the form
$$ {dx\over dt} = V(x)$$
where the vector field V describes the future behavior as a flow on phase space, coordinatized by x. Now I can ask what is the evolution of a probability distribution $\rho(x)$, if I have incomplete knowledge of the initial position.
The evolution equation is determined by considering the probability of ending in a little box surrounding x'. This probability is the sum of all possible paths that lead to x' times the probability of being at the beginning of the path. This sum gives the probability equation:
$${\partial \rho\over \partial t} = V(x) \cdot {\partial \rho \over \partial x} - \rho(x)\nabla\cdot V $$
The point is that this equation is exactly linear, for fudamental reasons. It is impossible to even conceive of a nonlinear term in the evolution equation of a probability distribution, because the very definition of probability is lack of information, as represented by a linear space.
Note that classical probability distributions are defined on the entire phase space, so they are enormous dimensional linear equations which completely include the nonlinear dynamics if you restrict to delta-function sharp probability distributions on x. The only difference with quantum mechanics is that there are no delta-function sharp distributions in the presence of non-commuting observables on all observables. Otherwise the two types of descriptions are similar
Quantum mechanics mixes amplitudes and probabilities
If you have a quantum mechanical system, the wavefunction mixes with classical probability in a nontrivial way. If you consider a quantum system of two entangled spin 1/2 particles in a spin singlet, the projection of the wavefunction onto one of the two particles is a density matrix which is a classical probability.
This is extremely important to preserve, because the probabilities are nonlocally correlated, so if there were any way to extract the far-away component of the spin wavefunction, you would be almost certainly be able to use this to signal faster than light, because you can collapse the wavefunction where you are, and the far-away density matrix would then not have a probability interpretation.
These types of nonlinear theories are so difficult to conceive, that Weinberg suggested in the 1960s that quantum mechanics has absolutely no deformation of any kind which is consistent with no-signalling. Although this conjecture is not proved, to my knowledge, it is certainly plausible, and there are no nonlinear deformations which could serve as counterexamples (the link to this paper has just been posted as I write by Oda).
It is wrong to think that there is any nonlinear deformation of the Schrodinger amplitude equation. Such modifications do not exist, and almost certainly cannot exist. If the world obeyed such an equation with a tiny nonlinearity, different Everett branches would become interacting, and we would be able to see the ghosts of our other selves, and other nonsense. It would rule out any form of hidden-variable interpretation of the wavefunction, and it would almost certainly lead to violations of no-signalling.
This is a very broad subject, but as a rule of thumb, highly non-linear means that the non-linearities cannot be treated with perturbation theory, as these are not negligible as compared to the linear part of the equations (and, in general, they not only are non-negligible, but actually dominate the dynamics).
As an example of a non-linear theory which can be treated in perturbation theory, consider QED. On the other hand, highly non-linear equations can be anything that models turbulence, specially in the case of general relativity: e.g., the modelisation of the dynamics of a supernova. For a very clear example of a highly non-linear system, I recommend you to watch this simulation of the collapse of a core: Now Playing: Core Collapse:
Best Answer
There is exactly one phenomena in quantum mechanics that is inherently non-linear in the wave function: the measurement process, regardless of the interpretation that you choose to adhere, behaves as a (non-deterministic) map where a subset of eigenvalues get enormously amplified, while the rest become enormously attenuated. Although i am not sure how helpful would turn out to be to think of measurement in those terms.