We introduce a novel type of approximation spaces for functions with values in a nonlinear manifold. The discrete functions are constructed by piecewise polynomial interpolation in a Euclidean embedding space, and then projecting pointwise onto the manifold. We show optimal interpolation error bounds with respect to Lebesgue and Sobolev norms. Additionally, we show similar bounds for the test functions, i.e., variations of discrete functions. Combining these results with a nonlinear Céa lemma, we prove optimal L 2 and H 1 discretization error bounds for harmonic maps from a planar domain into a smooth manifold. All these error bounds are also verified numerically.We investigate the discrete approximation of functions from a Euclidean domain Ω to a closed embedded submanifold M of R n , n ∈ N. Such functions are involved in a variety of partial differential equations (PDEs), from fields like liquid crystal physics [4] and micromagnetics [13]. In these applications, the manifold is M = S 2 , the unit sphere in R 3 . In Cosserat-type material models [29,30,36] the manifold is M = R 3 ×SO(3), where SO(3) is the special orthogonal group. Further examples are the investigation of harmonic maps into manifolds [6], signal processing of manifoldvalued signals [32], and the denoising of manifold-valued images [5].We are interested in functions of Sobolev smoothness. By this we mean functions from spaceswhere we denote by W k,p (Ω, R n ) the standard Sobolev space for k ∈ N and p ∈ [1, ∞]. Throughout the paper, | · | W l,p and · W l,p will denote the corresponding Sobolev semi norm and full norm of R n -valued functions, respectively.Spaces of approximating functions will be constructed by pointwise projection. Given a finite element grid of Ω, and a set of values c i ∈ M ⊂ R n at Lagrange points on Ω, we construct nonlinear finite element functions by first interpolating in R n by piecewise polynomials in R n , and then projecting pointwise onto M . This results in a finite-dimensional set of functions V h (Ω, M ) which, as it turns out, is a subspace of W 1,p for arbitrary p ≥ 1. While the approach presented here is based on Lagrangian interpolation in R n , other linear FE space can be used in principle (see [37] for an example).The idea to generalize finite elements spaces by a pointwise projection operator has already appeared several times [16,35,37]. For functions taking values in 1 arXiv:1803.06576v1 [math.NA]