The use of semiconductors, metals, or ordinary dielectrics in the process of fabrication of nanodevices is at the front edge of nowadays technology, exploiting the properties of light propagation and localization at nanometric scale in new and surprising ways. Understanding accurately how light interacts with these materials at the nanoscale is crucial if one is to properly engineer nano-devices. When the nanoscale is reached, light-matter interactions display new phenomena where conventional approximations may not always be applicable and they should be either revised or voided. In this work, we measure the efficiency of second and third harmonic generation from gold nanolayers. The experimental results are compared with numerical simulations based on a detailed microscopic hydrodynamic model that considers different effects playing a role in the nonlinear response, not usually considered by more generic models. The agreement between experimental and theoretical results proves the importance of all these contributions.