Reduced equation of motion for a multimode system coupled to multiple heat baths is constructed by extending the quantum Fokker-Planck equation with low-temperature correction terms (J. Phys. Soc. Jpn. 2005, 74, 3131). Unlike such common approaches used to describe intramolecular multimode vibration as a BlochRedfield theory and a stochastic theory, the present formalism is defined by the molecular coordinates. To explore the correlation among different modes through baths, we consider two cases of system-bath couplings. One is a correlated case in which two modes are coupled to a single bath, and the other is an uncorrelated case in which each mode is coupled to a different bath. We further classify the correlated case into two cases, the plus-and minus-correlated cases, according to distinct correlation manners. For these, one-dimensional and two-dimensional infrared (2D-IR) spectra are calculated numerically by solving the equation of motion. It is demonstrated that 2D-IR spectroscopy has the ability to analyze the correlation of fluctuation-dissipation processes among different modes.