Ultrathin magnetic cobalt-based Au/Co/Au trilayers have been studied by optical second harmonic generation (SHG) and by linear magneto-optical Ken effect (MOKE), We show that SHG has a selective interface and surface sensitivity, whereas MOKE is bulk sensitive. SHG was used to probe the surface plasmon (SP) resonance in Au/Co/Au films. The resonant coupling of SPs with SHG results in an enhancement and sign reversal of the non linear magneto-optical effects. On simple gold surfaces, we also demonstrate the existence of a strong relation between SHG and roughness measured by atomic force microscopy (AFM).