  In the context of theories of Kaluza-Klein type, with a large extra
dimension, we study self-similar cosmological models in 5D that are
homogeneous, anisotropic and spatially flat. The "ladder" to go between the
physics in 5D and 4D is provided by Campbell-Maagard's embedding theorems. We
show that the 5-dimensional field equations $R_{AB} = 0$ determine the form of
the similarity variable. There are three different possibilities: homothetic,
conformal and "wave-like" solutions in 5D. We derive the most general
homothetic and conformal solutions to the 5D field equations. They require the
extra dimension to be spacelike, and are given in terms of one arbitrary
function of the similarity variable and three parameters. The Riemann tensor in
5D is not zero, except in the isotropic limit, which corresponds to the case
where the parameters are equal to each other. The solutions can be used as 5D
embeddings for a great variety of 4D homogeneous cosmological models, with and
without matter, including the Kasner universe. Since the extra dimension is
spacelike, the 5D solutions are invariant under the exchange of spatial
coordinates. Therefore they also embed a family of spatially {\it
inhomogeneous} models in 4D. We show that these models can be interpreted as
vacuum solutions in braneworld theory. Our work (I) generalizes the 5D
embeddings used for the FLRW models; (II) shows that anisotropic cosmologies
are, in general, curved in 5D, in contrast with FLRW models which can always be
embedded in a 5D Riemann-flat (Minkowski) manifold; (III) reveals that
anisotropic cosmologies can be curved and devoid of matter, both in 5D and 4D,
even when the metric in 5D explicitly depends on the extra coordinate, which is
quite different from the isotropic case.
