The dynamic response of nonlinear torsional vibration with phase transformable NiTi Shape Memory Alloy (SMA) wire is investigated by experiment in this paper. The thermomechanical responses of NiTi wire as a softening nonlinear damping spring in the torsional vibration system are measured by synchronized acquisition of the rotational angle and temperature under external excitation. Frequency Response Curves (FRCs) at fixed excitation amplitude and Amplitude Response Curves (ARCs) at fixed frequency are obtained in the frequency and amplitude domains respectively. It is found that, as the deformation of NiTi wire goes into the softening nonlinear phase transition region, the smooth and stable dynamic responses along one branch of FRC or ARC will gradually enter into metastable region and eventually become unstable and drastically switch to a new contrasting alternative stable state along the other branch. The jump phenomenon between the alternative stable states on the lower and upper branches of the FRC or ARC and the hysteresis between the jump-up and jump-down are identified in experiments. In addition, the effects of internal and external disturbance (both magnitude and direction) on triggering the jumps between the alternative stable states along the two metastable branches are examined in the time domain. The stability of the nonlinear dynamic response is analyzed by the Duffing oscillator model and interpreted via the stability landscape. For the first time, we directly reveal the alternative stable states and jump phenomena of thermomechanical responses by experiments in the frequency, amplitude and time domains. The results not only showed the important roles of phase transition nonlinearity in bringing multiple equilibrium states and their fast switches, but also provided a solid experimental base for the identification of metastable regions as well as further management of the undesired dynamic responses of vibration system where NiTi is used as a nonlinear damping spring.