The in-plane density of phonon states of clean Fe(110) surface was measured separately for the first, second, and further atomic monolayers using nuclear inelastic scattering of synchrotron radiation. The results show that atoms of the first layer vibrate with frequencies significantly lower and amplitudes much larger than those in the bulk, and that vibrational spectra along two perpendicular in-surface directions are different. The vibrations of the second layer are already very close to those of the bulk. The good agreement of the experimental results and the first-principles calculations allows for detailed understanding of the observed phenomena.