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A series of thin films comprising gold nanorods embedded in an alumina matrix have been fabricated with lengths ranging from 75 to 330 nm. Their optical properties, expressed in terms of extinction - In(T), where T is optical transmittance, have been measured as a function of wavelength, rod length, angle of incidence, and incident polarization state. The results are compared to a Maxwell-Garnett based theory modified to take into account the strongly anisotropic nature of the medium. Transverse and longitudinal plasmon resonances are observed. The interaction between the nanorods leads to the splitting of the longitudinal resonance with the longer-wavelength resonance being forbidden for direct optical observations. The shorter-wavelength resonance related to the symmetric coupling between longitudinal plasma excitations in the nanorods depends on rod length, polarization state, and angle of incidence of the probing light. The impact of electron confinement on the optical properties of the gold rods is also seen and may be incorporated into the Maxwell-Garnett theory by restricting the mean free path of the conduction electrons to produce excellent agreement between observations and the complete theory. Annealing experiments that modify the physical structure of the gold confirm this conclusion.