We demonstrate linear and nonlinear plasmonic behaviors of periodic nanohole arrays in thin gold (Au) films with varying periodicities. As expected, the linear optical transmission spectra of the nanohole arrays show a red-shift of the resonance wavelength and Wood's anomaly with increasing hole spacing. The optical transmission and electric near-field intensity distribution of the nanohole arrays are simulated using the finite element method. The nonlinear plasmonic behavior of the nanohole arrays is studied by using picosecond pulsed excitation at near-infrared wavelengths. The characteristic nonlinear signals indicating two-photon excited luminescence (TPEL), sum frequency generation, second harmonic generation, and four-wave mixing (FWM) are observed. A maximum FWM/TPEL signal intensity ratio is achieved for nanohole arrays with a periodicity of 500 nm. Furthermore, the significant FWM signal intensity and contrast compared to the background were harnessed to demonstrate the ability of surface-enhanced coherent anti-Stokes Raman scattering to visualize low concentrations of lipids deposited on the nanohole array with a periodicity of 500 nm.