The concept of volume holography is applied to the design of an optical superlattice for the nonlinear harmonic generation. The generated harmonic wave can be considered as a holographic image caused by the incident fundamental wave. Compared with the conventional quasi-phase-matching method, this new method has significant advantages when applied to complicated nonlinear processes such as the nonlinear generation of special beams. As an example, we experimentally realized a second-harmonic Airy beam, and the results are found to agree well with numerical simulations.