The excitation of surface plasmon from individual silver nanowires and gold nanorods is investigated by means of high-resolution electron energy loss spectroscopy in a transmission electron microscope. Both transverse and longitudinal modes of these nanostructures were resolved, confirming the energy variation observed optically via UV-Vis spectroscopy of nanoparticle ensembles. We show the plasmon peak shift variation as different size nanostructures are probed. We compare our experimental results to the analytical description of the energy loss probability for electrons incident on a prolate spheroid. We discuss the relation between the energy loss probability and optic measurements. We also use energy filtered transmission electron microscope imaging to characterize the energy distribution of the surface plasmon of isolated and coupled of gold nanorods. Local field enhancement and spectral shift of the plasmon modes are observed for two interacting nanoparticles. Their spatial modes are shown to have strong similarities to that of electromagnetic fields distribution around gold nanorods induced by optical excitation simulated using the discrete dipole approximation method. As a direct application of the field enhancement properties of gold nanorods, we use a tightly focused high intensity ultrashort laser pulse to produce a very weak third harmonic signal from an air-dielectric interface. We report that by coinciding the fundamental frequency with that of the longitudinal plasmon of the gold nanorods we have enhanced the third harmonic signal by more than 3 orders of magnitude.