A MHz gravitational wave search for harmonic sources was conducted using a 704 h dataset obtained from the Holometer, a pair of 40 m power recycled Michelson interferometers. Our search was designed to look for cosmic string loops and eccentric black hole binaries in an entirely unexplored frequency range from 1 to 25 MHz. The measured cross-spectral density between both interferometers was used to perform four different searches. First, we search to identify any fundamental frequencies bins that have excess power above 5σ. Second, we reduce the per-bin threshold on any individual frequency bin by employing that a fundamental frequency and its harmonics all collectively lie above a threshold. We vary the number of harmonics searched over from n = 4 up to n = 23. Third, we perform an agnostic approach to identify harmonic candidates that may have a single contaminated frequency bin or follow a power-law dependence. Lastly, we expand on the agnostic approach for individual candidates and search for a potential underlying population of harmonic sources. Each method was tested on the interferometer dataset, as well as a dark noise, photon shot-noise-limited, and simulated Gaussian-noise datasets. We conclude that these four different search methods did not find any candidate frequencies that would be consistent with harmonic sources. This work presents a new way of searching for gravitational wave candidates, which allowed us to survey a previously unexplored frequency range
