The nature of shock waves in nonfundamental mode RR Lyrae stars remains a mystery because of limited spectroscopic observations. We apply a pattern recognition algorithm on spectroscopic data from SDSS and LAMOST and report the first evidence of hydrogen emission in first-overtone (RRc) and multimode (RRd) RR Lyrae stars showing the" first apparition," which is the most prominent observational characteristic of shock in RR Lyrae variables. We find 10 RRc stars in SDSS, 10 RRc stars in LAMOST, and 3 RRd stars in LAMOST that show blueshifted Balmer emissions. The emission features possibly indicate the existence of shock waves. We calculate the radial velocities of the emission lines, which are related to the physical conditions occurring in the radiative zone of shock waves. Using photometric observations from ZTF, we present a detailed light-curve analysis for the frequency components in one of our RRd stars with hydrogen emission, RRdl3, for possible modulations. With the enormous volume of upcoming spectral observations of variable stars, our study raises the possibility of connecting the unexplained Blazhko effect to shock waves in nonfundamental mode RR Lyrae stars.