We investigate experimentally third harmonic generation (THG) from plasmonic metasurfaces consisting of two-dimensional rectangular lattices of centrosymmetric gold nanobars. By varying the incidence angle and the lattice period, we show how surface lattice resonances (SLRs) at the involved wavelengths are the major contributors in determining the magnitude of the nonlinear effects. A further boost on THG is observed when we excite together more than one SLR, either at the same or at different frequency. When such multiple resonances take place, interesting phenomena are observed, such as maximum THG enhancement for counter-propagating surface waves along the metasurface, and cascading effect emulating a third-order nonlinearity.