The vibrational spectroscopy of molecules adsorbed on metal nanoparticles can be enhanced by many orders of magnitude so that the detection and identification of single molecules are possible. The enhancement of most linear and nonlinear vibrational spectroscopies has been demonstrated. In this review, we discuss theoretical approaches to understanding linear and nonlinear surface-enhanced vibrational spectroscopies. A unified description of enhancement mechanisms classified as either electromagnetic or chemical in nature is presented. Emphasis is placed on understanding the spectral changes necessary for interpretation of linear and nonlinear surface-enhanced vibrational spectroscopies.