We present a novel Rotational Anisotropy Nonlinear Harmonic Generation (RA-NHG) apparatus based primarily upon reflective optics. The data acquisition scheme used here allows for fast accumulation of RA-NHG traces, mitigating low frequency noise from laser drift, while permitting real-time adjustment of acquired signals with significantly more data points per unit angle rotation of the optics than other RA-NHG setups. We discuss the design and construction of the optical and electronic components of the device and present example data taken on a GaAs test sample at a variety of wavelengths. The RA-second harmonic generation data for this sample show the expected four-fold rotational symmetry across a broad range of wavelengths, while those for RA-third harmonic generation exhibit evidence of cascaded nonlinear processes possible in acentric crystal structures.