We measure the transient absorption of single gold particles with a common-path interferometer. The prompt electronic part of the signal provides images for diameters as small as 10 nm. Mechanical vibrations of single particles appear on a longer time scale (period of 16 ps for 50 nm diameter). They reveal the full heterogeneity of the ensemble, and the intrinsic damping of the vibration. We also observe a lower-frequency mode involving shear. Ultrafast pump-probe spectroscopy of individual particles opens new insight into mechanical properties of nanometer-sized objects.