Two-pulse second-order interferometric autocorrelation responses of single Ag nanoparticles are reported. The surface plasmon-enhanced second harmonic generation interferogram for single Ag colloids shows significant broadening with respect to the laser pulse second-order autocorrelation. The interferometric autocorrelation response is described and analyzed with a density matrix formalism that incorporates (phenomenologically) the population and the polarization relaxation of the surface plasmon. The total dephasing time (T-2) of the surface plasmon in single Ag colloids is determined to be 10 fs. The present results are compared to previously reported values obtained from ensemble studies of Ag particles and from the line width of the absorption spectrum. Extension of the present ultrafast measurements, the first performed on single nanoparticles, to single molecules studies is discussed.