Based on the linear vibration model of bolted connections in the first chapter, this chapter further studies the vibration behavior of conical-cylindrical shells under the nonlinear contact state at the bolted connection interface. In response to the complex contact behaviors such as stickiness, sliding, and even separation that may occur in actual vibration of bolted connections, this chapter establishes a corresponding nonlinear dynamic model, systematically revealing the influence of interface state changes on the vibration characteristics of the structure. Firstly, considering the viscous-slip behavior at the bolted connection interface in the tangential direction, an equivalent mechanical model with amplitude-dependent stiffness and damping is established, and the nonlinear vibration response caused by interface sliding is analyzed. Furthermore, considering the changes in axial restraint forces and their impact on the interface contact state, a nonlinear dynamic model of bolted connections that can uniformly describe the three states of stickiness, sliding, and separation is proposed. Through theoretical analysis and experimental verification, this chapter clarifies the nonlinear vibration mechanism induced by the evolution of interface state at the bolted connection, providing an important basis for the dynamic design and state assessment of bolted connection composite shell structures.