The Fe-projected vibrational density of states g͑E͒ in nanoscale 57 Fe / M multilayers, where M = Cr, Co, Cu, Pd, or Ag was measured by nuclear resonant inelastic x-ray scattering. With decreasing Fe thickness, the high-energy phonon peak of Fe near 36 meV is suppressed for the "soft" metals Ag, Pd, and Cu, but much less so for the "hard" metals Co and Cr. This effect is attributed to Fe phonon confinement and interface localization due to an energy mismatch between g͑E͒ of M and of Fe.