Two frequencies are harmonically related when they are both integer multiples of each other. The lowest frequency of a harmonic series is said to be the "fundamental". The second is the "second harmonic", the third the "third harmonic" etc.
In music, musical instruments that emit the same note sound different because they are comprised of different harmonics. Multiples of the fundamental are in "harmony" with each other, hence the name.
In astronomy narrow pulses that repeat regularly have fourier transforms that comprise of many harmonics.