We study an optical response of a system of two parallel close metallic cylinders having nanoscale dimensions. Surface plasmon excitation in the gap between the cylinders are specifically analyzed. In particular, resonance frequencies and field enhancement were investigated as functions of geometrical characteristics of the system and Ohmic losses in the metal. The results of numerical simulations were systematically compared with the analytical theory, obtained in the quasi-static limit. The analytical method was generalized in order to take into account the retardation effects. We also present the physical qualitative picture of the plasmon modes, which is validated by numerical simulations and analytical theory.