Microscopic calculations are reported of linear and quadratic nonlinear optical response in model Langmuir-Blodgett films on a substrate, which is treated by the method of images. The effect of the substrate is significant in the first two layers, and is greatest for tilted molecules with their head groups adjacent to the substrate. The main qualitative effect is to lower the symmetry relative to a free-standing film. Calculations for stearic acid films show that the substrate effect is most important for molecules with nonuniform response on a metallic substrate.