We derive exact solutions to the vacuum Einstein field equations in 5D, under
the assumption that (i) the line element in 5D possesses self-similar symmetry,
in the classical understanding of Sedov, Taub and Zeldovich, and that (ii) the
metric tensor is diagonal and independent of the coordinates for ordinary 3D
space. These assumptions lead to three different types of self-similarity in
5D: homothetic, conformal and "wave-like". In this work we present the most
general wave-like solutions to the 5D field equations. Using the standard
technique based on Campbell's theorem, they generate a large number of
anisotropic cosmological models of Bianchi type-I, which can be applied to our
universe after the big-bang, when anisotropies could have played an important
role. We present a complete review of all possible cases of self-similar
anisotropic cosmologies in 5D. Our analysis extends a number of previous
studies on wave-like solutions in 5D with spatial spherical symmetry