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The double-slit experiment is the most direct demonstration of interference between individual quantum objects. Since similar experiments with single particles and more slits produce interference fringes reducible to a combination of double-slit patterns it is usually argued that quantum interference occurs between pairs of trajectories, compactly denoted as second-order interference. Here we show that quantum mechanics in fact allows for interference of arbitrarily high order. This occurs naturally when one considers multiple quantum objects interacting in the presence of a nonlinearity, both of which are required to observe higher-order interference. We make this clear by treating a generalised multi-slit interferometer using second-quantisation. We then present explicit experimentally-relevant examples both with photons interacting in nonlinear media and an interfering Bose-Einstein condensate with particle-particle interactions. These examples are all perfectly described by quantum theory, and yet exhibit higher-order interference based on multiple particles interacting nonlinearly.