This paper introduces a new way of generalizing Hilbert's two-dimensional space-filling curve to arbitrary dimensions. The new curves, called harmonious Hilbert curves, have the unique property that for any d' <d, the d-dimensional curve is compatible with the d'-dimensional curve with respect to the order in which the curves visit the points of any d'-dimensional axis-parallel space that contains the origin. Similar generalizations to arbitrary dimensions are described for several variants of Peano's curve (the original Peano curve, the coil curve, the half-coil curve, and the Meurthe curve). The d-dimensional harmonious Hilbert curves and the Meurthe curves have neutral orientation: as compared to the curve as a whole, arbitrary pieces...