Glancing angle deposition (GLAD) is an easy to implement, one-step method for the growth of nanocolumnar structures by using shadowing effects. These columns can have localized surface plasmon resonance excitations, making them of interest for countless optical applications, amongst others in optical sensing. In this work, thin films with columnar structures of gold were grown using glancing angle deposition. The gold was deposited on a silicon substrate with a 5 nm thick layer of chromium for increased adhesion. Both the linear and nonlinear optical properties of the gold nanorods were characterized, measuring their reflectance and the second harmonic generation as a function of the orientation of the nanorods. The experimental results were compared to theoretical models. Besides the dependence on the orientation of the rods, optical properties also showed a strong dependence on the polarization and the angle of the incoming light.