Terahertz time-domain conductivity measurements in 2 to 100 nm thick iron films resolve the femtosecond time delay between applied electric fields and resulting currents. This response time decreases for thinner metal films. The macroscopic response time depends on the mean and the variance of the distribution of microscopic momentum relaxation times of the conducting electrons. Comparing the recorded response times with DC-conductivities demonstrates increasing variance of the microscopic relaxation times with increasing film thickness. At least two electron species contribute to conduction in bulk with substantially differing relaxation times. The different electron species are affected differently by the confinement because they have different mean free paths.