We present a large amplitude oscillatory shear rheology (LAOS) investigation of three different shear-thickening particle dispersions - fumed silica in polyethylene oxide (FLOC), fumed silica in polypropylene glycol (HydroC), and cornstarch in water (JAM). These systems shear-thicken by three different mechanisms - shear-induced formation of particle clusters flocculated by polymer bridging, hydrocluster formation, and jamming. The viscoelastic non-linearities of the three fluids were studied as a function of strain and strain-rate space through the use of Lissajous-Bowditch curves and local nonlinear viscoelastic moduli of an oscillatory shear cycle. The nonlinear behaviors of the three fluids were compared and contrasted to understand the nonlinear shear-thickening mechanism of each. Both HydroC and JAM dispersions were found to exhibit strong strain stiffening of the elastic moduli and strain thickening of the loss moduli behavior associated with possible hydrocluster formation and particle jamming. However, the FLOC dispersion, in contrast, showed strong strain softening and strain thinning behavior at large strain amplitudes associated with yielding of the microstructure. The expected thickening of the loss modulus of FLOC in LAOS with increasing strain was not observed even though viscosity of FLOC was found to shear-thicken in steady-shear measurements. This disagreement is likely due to very large strain amplitudes required for shear-thickening to occur by shear-induced polymer bridging mechanism. The hypothesis was confirmed through stress growth experiments. Conversely, the HydroC and JAM dispersions required relatively small applied strains for shear-thickening to occur by hydrocluster and jamming mechanism. The comparison of local intra-cycle nonlinearity through Lissajous-Bowditch plots and nonlinear viscoelastic parameters indicated that the elastic nonlinearities of all three systems are primarily driven by a strong dependence on the magnitude of the applied strain-rates within an oscillatory cycle rather than the amplitude of the applied strain. A close inspection of the LAOS data reveals strong differences in the viscoelastic nonlinearities of these three different shear-thickening dispersions which can be used to create a nonlinear rheological fingerprint for each and offers valuable new insights into the nonlinear dynamics associated with each of the shear-thickening mechanisms.