The author analyzes harmonic generation in ultrathin media to evaluate their materials requirements. It is shown that in such devices the conversion efficiency to the second harmonic is necessarily limited to about 25 percent, because higher harmonics are also necessarily generated with significant efficiencies. Ultrathin devices are therefore subject to large thermal loads, and perhaps optical damage arising from the generation of strong ultraviolet or soft X-ray harmonics. Whereas ultrathin media are not as efficient as conventional phase-matched crystals for second-harmonic generation, they do generate phase-coherent, multiple higher harmonics. As a consequence, they can generate optical square waves and electromagnetic shock waves, and may find application as coherent soft X-ray generators.