A long-standing theoretical prediction is that in clean, nodal unconventional superconductors the magnetic penetration depth λ, at zero temperature, varies linearly with magnetic field. This non-linear Meissner effect is an equally important manifestation of the nodal state as the well studied linear-in-T dependence of λ, but has never been convincingly experimentally observed. Here we present measurements of the nodal superconductors CeCoIn₅ and LaFePO which clearly show this non-linear Meissner effect. We further show how the effect of a small dc magnetic field on λ(T) can be used to distinguish gap nodes from non-nodal deep gap minima. Our measurements of KFe₂As₂ suggest that this material has such a non-nodal state.