Linear and nonlinear optical properties of thin films of pure fumrot, and mono -, as well as di - substituted with nitro group, rotaxanes were studied by m-lines spectroscopy and by third harmonic generation techniques, respectively. The molecules form, transparent in visible, good optical quality thin films by vacuum sublimation. The as deposited films exhibit, depending on substitution, optical birefringence. Ad 1.907 mum fundamental wavelength the chi((3)) (-3omega;omega,omega,omega) susceptibility varies between (1.990+/-0.007)x10(-12) esu (pure fumrot) and 1.809(+/-0.006)x10(-12) esu (di-substituted). The light illumination in the rotaxane absorption band leads to a reversible modification of the optical absorption spectrum and is associated at the same time with a decrease of the cubic susceptibility. The THG susceptibility recovers its initial value after a few days. The largest variation is observed in pure fumrot.