In this work, the nonlinear optical response of assembled metallic nanoparticles at interfaces was studied using Second Harmonic Generation. First, the nanoparticles were characterised using incoherent second harmonic generation, a technique also called Hyper Rayleigh Scattering. Thioalkane-capped silver and gold nanoparticles, both nanospheres and nanorods, were investigated and the role of this capping layer on the quadratic hyperpolarisability of these particles was underlined. The particles were then deposited at the air/liquid interface in a Langmuir trough to investigate the role of the interparticles interactions in large assemblies. Both the linear and the nonlinear optical response of these metallic films formed at the surface of the trough provided evidence of a strong coupling between adjacent particles upon compression leading to a phase transition of the film once the interparticle distance is less than a critical value. These studies were complemented with experiments performed at the liquid/liquid interface and at the glassy carbon/electrolyte interface to examine in greater details the role of roughness at the nanoscale on the enhancement of the SHG response