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We present an experimental and theoretical investigation into the coupling of C-O stretch vibrations of CO molecules adsorbed on Ru(001). We employ surface infrared-visible (IR-VIS) (IV) and infrared-infrared-visible (IR-IR-VIS) (IIV) sum-frequency generation (SFG) (IV-SFG and IIV-SFG, respectively) to investigate the effects of the intermolecular coupling through the nonlinear optical response of the system. As a consequence of the increased intermolecular interaction with increasing coverage due to the closer proximity of CO molecules on the surface, we observe pronounced frequency shifts of the vibrational resonances. In addition, the intensity behavior in both the IV-SFG and IIV-SFG spectra exhibits a strong nonlinear dependence on the coverage. These observations can be reproduced by extending previous theories for the coverage-dependent linear optical response (used to explain IR reflectance absorption data) to the nonlinear optical response. Expressions are derived for the second- and third-order nonlinear susceptibilities in terms of molecular properties such as the polarizability, hyperpolarizability, and second hyperpolarizability. We obtain very good quantitative agreement between theory and experiment. The analysis indicates that the principal effect of the intermolecular coupling on the nonlinear optical response is through a local-field correction for the linear IR field.