Computation of nonlinear optical response functions allows for an in-depth connection between theory and experiment. Experimentally recorded spectra provide a high density of information, but to objectively disentangle overlapping signals and to reach a detailed and reliable understanding of the system dynamics, measurements must be integrated with theoretical approaches. Here, we present a new, highly accurate and efficient trajectory-based semiclassical path integral method for computing higher order nonlinear optical response functions for non-Markovian open quantum systems. The approach is, in principle, applicable to general Hamiltonians and does not require any restrictions on the form of the intrasystem or system-bath couplings. This method is systematically improvable and is shown to be valid in parameter regimes where perturbation theory-based methods qualitatively breakdown. As a test of the methodology presented here, we study a system-bath model for a coupled dimer for which we compare against numerically exact results and standard approximate perturbation theory-based calculations. Additionally, we study a monomer with discrete vibronic states that serves as the starting point for future investigation of vibronic signatures in nonlinear electronic spectroscopy.