The fluctuation-dissipation relation, a central result in nonequilibrium statistical physics, relates equilibrium fluctuations in a system to its linear response to external forces. Here we provide a direct experimental verification of this relation for viscously coupled oscillators, as realized by a pair of optically trapped colloidal particles. A theoretical analysis, in which interactions mediated by slow viscous flow are represented by nonlocal friction tensors, matches experimental results and reveals a frequency maximum in the amplitude of the mutual response which is a sensitive function of the trap stiffnesses and the friction tensors. This allows for its location and width to be tuned and suggests the utility of the trap setup for accurate two-point microrheology. © 2017 American Physical Society.