Many nonlinear systems are described by eigenmodes with amplitude-dependent frequencies, interacting strongly whenever the frequencies become commensurate at internal resonances. Fast energy exchange via the resonances holds the key to rich dynamical behavior, such as time-varying relaxation rates and signatures of nonergodicity in thermal equilibrium, revealed in the recent experimental and theoretical studies of micro- and nanomechanical resonators. However, a universal yet intuitive physical description for these diverse and sometimes contradictory experimental observations remains elusive. Here we experimentally reveal persistent nonlinear phase-locked states occurring at internal resonances and demonstrate that they are essential for understanding the transient dynamics of nonlinear systems with coupled eigenmodes. The measured dynamics of a fully observable micromechanical resonator system are quantitatively described by the lower-frequency mode entering, maintaining, and exiting a persistent phase-locked period-tripling state generated by the nonlinear driving force exerted by the higher-frequency mode. This model describes the observed phase-locked coherence times, the direction and magnitude of the energy exchange, and the resulting nonmonotonic mode energy evolution. Depending on the initial relative phase, the system selects distinct relaxation pathways, either entering or bypassing the locked state. The described persistent phase locking is not limited to particular frequency fractions or types of nonlinearities and may advance nonlinear resonator systems engineering across physical domains, including photonics as well as nanomechanics.