Nonclassical optical frequency combs play essential roles in quantum computation in the continuous variable regime. In this work, we generate multimode nonclassical frequency comb states using a degenerate type-I synchronously pumped optical parametric oscillator and directly observe the squeezing of the leading five temporal modes of femtosecond pulsed light. The overlapping spectra of these modes mean that the temporal modes are suitable for use in real-world quantum information applications.