We study collective vibrational breathing modes in the Raman spectrum of a multiwalled carbon nanotube. In correlation with high-resolution transmission electron microscopy, we find that these modes have energies differing by more than 23% from the radial breathing modes of the corresponding single-walled nanotubes. This shift in energy is explained with intershell interactions using a model of coupled harmonic oscillators. The strength of this interaction is related to the coupling strength expected for few-layer graphene.