Nonlinear guided waves have been investigated widely in simple geometries, such as plates, pipe and shells, where analytical solutions have been developed. This paper extends the application of nonlinear guided waves to waveguides with arbitrary cross sections. The criteria for the existence of nonlinear guided waves were summarized based on the finite deformation theory and nonlinear material properties. Numerical models were developed for the analysis of nonlinear guided waves in complex geometries, including nonlinear Semi-Analytical Finite Element (SAFE) method to identify internal resonant modes in complex waveguides, and Finite Element (FE) models to simulate the nonlinear wave propagation at resonant frequencies. Two examples, an aluminum plate and a steel rectangular bar, were studied using the proposed numerical model, demonstrating the existence of nonlinear guided waves in such structures and the energy transfer from primary to secondary modes.