This paper investigates distributed containment control problems for second-order nonlinear multi-agent systems with dynamic leaders. In the presence of bounded unknown nonlinearity, a distributed control algorithm based on High-frequency Feedback Robust Control is proposed. Under this algorithm, a sufficient condition is proposed to ensure that all the followers will converge to the dynamic convex hull formed by dynamic leaders and the containment error can be ultimately bounded for the directed graph where at least one leader has a directed path to each follower and the communication among the followers are undirected. Numerical simulations are also presented to illustrate the effectiveness of the theoretical results.