High-amplitude plasma wake waves are excited by high-density relativistic electron bunches (REB) moving in a plasma. The wake-fields can be used to accelerate charged particles, to serve as electrostatic wigglers in plasma free-electron lasers (FEL), and also can find many other applications. The electromagnetic fields in the region occupied by the bunch control the dynamics of the bunch itself. This paper presents the results of 2.5-dimensional numerical simulation of the modulation of a long REB in a plasma, the excitation of wake-fields by bunches in a plasma, in particular, in magnetoactive plasma. The previous one-dimensional study has shown that the density-profile modulation of a long bunch moving in plasma results in the growth of the coherent wake-wave amplitude. The bunch modulation occurs at the plasma frequency. The present study is concerned with the REB motion, taking into account the plasma and REB nonlinearities. It is demonstrated that the nonlinear REB/plasma dynamics exerts primary effect on both the REB self-modulation and the wake-field excitation by the bunches formed. We have demonstrated that a multiple excess of the accelerated bunch energy εmax over the energy of the exciting REB is possible in a magnetoactive plasma for a certain relationship between the parameters of the “plasma–bunch–magnetic field” system (owing to a hybrid volume–surface character of REB-excited wake-fields).