The emerging field of coherent nonlinear near-field scanning optical microscopy (NSOM) is reviewed. Second harmonic, third harmonic, and sum frequency generation (SHG, THG, and SFG) are explored as means of providing chemically and environmentally selective probes with nanometer spatial resolution provided by scanning probe microscopy. Chemical selectivity is generated via resonant enhancement of the nonlinear signals, whereas interface vs bulk contrast is achieved by the order (even vs odd) of the optical process. A method of producing higher spectral resolution, and thus increased chemical selectivity, is also demonstrated in the form of near-field detected multiplex (or "broad-bandwidth") SFG (MSFG). Applications to biological and material samples are described.