Nonlinear processes are important in many fields of photonics ranging from biomedical imaging to ultrashort pulse generation. Progress in nanophotonics and metamaterials has created a growing demand for nanoscale nonlinear optical components. However, it is difficult to answer this demand by using traditional materials motivating the search for alternatives approaches. Nonlinear plasmonics has emerged as a viable solution for enabling efficient and nanoscale nonlinear optics. Despite steady progress, so far achieved conversion efficiencies of metamaterials have not yet rivalled conventional nonlinear materials. Here, we discuss our recent progress in development of efficient nonlinear plasmonic metamaterials. Focus is on metasurfaces utilizing collective responses known as surface lattice resonances, which can be used to dramatically boost nonlinear responses of metasurfaces.