Coherent multidimensional spectroscopy involves more than one pulsed field-matter interaction, which creates nonlinear polarization in an optical sample and generates phase-matched coherently emitted electromagnetic fields under detection. To maintain the coherence of the involved electromagnetic fields, each single laser pulse is split into multiple pulses that remain in a fixed relative phase within their coherence lengths. However, multi-comb nonlinear spectroscopy breaks this conventional paradigm in that two or more frequency-comb lasers, which are phase stabilized and locked with one another, are used to create nonlinear polarization in the optical sample. In this chapter, nonlinear spectroscopic research utilizing two frequency combs is summarized and explained in terms of the nonlinear response function. In addition to a review of linear and nonlinear dual frequency-comb spectroscopy theory and applications, we discuss the future possibilities for the development of multi-comb nonlinear spectroscopy.