Previous answers focus on the fundamental approach to Quantum Mechanics where the Hamiltonian operator is always a linear operator. However, they miss an extremely important situation where a non-linear Schrödinger-like equation appears in a natural way. That's the case with the so-called self-consistent one-particle approximations to the quantum many-body problem. They are approximations, but still well inside Quantum Mechanics.
For example, the Hartree approximation for the electronic problems introduces an effective interaction including the electrostatic interaction in a Schrödinger-like equation for the state $\psi_i({\bf r})$, due to the charge density (which depends quadratically on the one-particle wavefunctions):
$$
\left(-\frac12 \nabla^2 + U_{ion}({\bf r})+ \sum_{j \neq i} \int d {\bf r'}
\frac{|\psi_j ({\bf r'})|^2}{| {\bf r}- {\bf r'}|} \right) \psi_i( {\bf r})=\varepsilon_i \psi_i( {\bf r}).
$$
Similar equations appear in the Hartree-Fock and Kohn-Sham approaches to Density Functional Theory.
In conclusion, although a fundamental quantum Hamiltonian must be a linear operator, important approximate schemes introduce non-linear Schrödinger-like equations. Taking into account the basic importance of Kohn-Sham approximations for applications, the whole issue cannot be considered a curiosity, but it is a pillar of modern computational methods for electronic properties.