A theory of weakly-nonlinear low-temperature relaxational absorption of acoustic and electromagnetic waves in dielectric and metallic glasses is developed. Basing upon the model of two-level tunneling systems we show that the nonlinear contribution to the absorption can be anomalously large. This is the case at low enough frequencies, where freqeuency times the minimal relaxation time for the two-level system are much less than one. In dielectric glasses, the lowest-order nonlinear contribution is proportional to the wave's intensity. It is negative and exhibits anomalous frequency and temperature dependencies. In metallic glasses, the nonlinear contribution is also negative, and it is proportional to the square root of the wave's intensity and to the frequency. Numerical estimates show that the predicted nonlinear contribution can be measured experimentally.