We demonstrate that evolutions of three-dimensional, strongly non-linear gravitational waves can be followed in numerical relativity, hence allowing many interesting studies of both fundamental and observational consequences. We study the evolution of time-symmetric, axisymmetric and non-axisymmetric Brill waves, including waves so strong that they collapse to form black holes under their own self-gravity. An estimate for the critical amplitude for black hole formation in a particular interpolating family of initial data is obtained. The gravitational waves emitted in the black hole formation process are compared to those emitted in the head-on collision of two Misner black holes. PACS number~s!: 04.25.Dm, 04.30.Db, 95.30.Sf, 97.60.Lf