The second-order nonlinear optical properties of photocross-linkable coumarin-based copolymers were investigated using the optical second harmonic generation (SHG) with the Maker fringes technique. High quality and transparent spin-deposited thin films of various methacrylic copolymers containing 4-methylcoumarin pendant chromophores were prepared and the coumarin units were ordered and oriented by the corona poling technique. Nonlinear optical investigations were performed using a picosecond Q-switched Nd:YAG laser working at the fundamental wavelength (lambda = 1064 nm) and the second order nonlinear optical susceptibilities of the functionalized polymers were determined. The samples were irradiated using two wavelengths (lambda = 254 nm and lambda 300 nm) promoting the reversible photo-induced dimerisation of coumarin moieties within the film. The latter is shown to have a significant impact on the nonlinear optical response of the corresponding material. A large SHG response of photocross-linkable coumarin-based copolymers is obtained.