We theoretically investigate second harmonic generation that originates from the nonlinear, magnetic Lorentz force term from single and multiple apertures carved on thick, opaque metal substrates. The linear transmission properties of apertures on metal substrates have been previously studied in the context of the extraordinary transmission of light. The transmission process is driven by a number of physical mechanisms, whose characteristics and relative importance depend on the thickness of the metallic substrate, slit size, and slit separation. In this work we show that a combination of cavity effects and surface plasmon generation gives rise to enhanced second harmonic generation in the regime of extraordinary transmittance of the pump field. We have studied both forward and backward second harmonic generation conversion efficiencies as functions of the geometrical parameters, and how they relate to pump transmission efficiency. The resonance phenomenon is evident in the generated second harmonic signal, as conversion efficiency depends on the duration of incident pump pulse, and hence its bandwidth. Our results show that the excitation of tightly confined modes as well as the combination of enhanced transmission and nonlinear processes can lead to several potential new applications such as photo-lithography, scanning microscopy, and high-density optical data storage devices.