Vibrational spectroscopy is a powerful approach to visualising interfacial phenomena. However, extracting structural and dynamical information from vibrational spectra is a challenge that requires first-principles simulations, including non-Condon and quantum nuclear effects. We address this challenge by developing a machine-learning enhanced first-principles framework to speed up predictive modelling of infrared, Raman, and sum-frequency generation spectra. Our approach uses machine learning potentials that encode quantum nuclear effects to generate quantum trajectories using simple molecular dynamics efficiently. In addition, we reformulate bulk and interfacial selection rules to express them unambiguously in terms of the derivatives of polarisation and polarisabilities of the whole system and predict these derivatives efficiently using fully-differentiable machine learning models of dielectric response tensors. We demonstrate our framework's performance by predicting the IR, Raman, and sum-frequency generation spectra of liquid water, ice and the water-air interface by achieving near quantitative agreement with experiments at nearly the same computational efficiency as pure classical methods. Finally, to aid the experimental discovery of new phases of nanoconfined water, we predict the temperature-dependent vibrational spectra of monolayer water across the solid-hexatic-liquid phases transition.