Interface phonon modes that are generated by several atomic layers at the heterointerface play a major role in the interface thermal conductance for nanoscale high-power devices such as nitride-based high-electron-mobility transistors and light emitting diodes. Here we measure the local phonon spectra across AlN/Si and AlN/Al interfaces using atomically resolved vibrational electron energy-loss spectroscopy in a scanning transmission electron microscope. At the AlN/Si interface, we observe various localized phonon modes, of which the extended and interfacial modes act as bridges to connect the bulk AlN modes and bulk Si modes, and are expected to boost the inelastic phonon transport thus substantially contribute to interface thermal conductance. In comparison, no such phonon bridge is observed at the AlN/Al interface, for which partially extended modes dominate the interface thermal conductivity. This work provides valuable insights into understanding the interfacial thermal transport in nitride semiconductors and useful guidance for thermal management via interface engineering.