Thiolate self-assembled monolayers (SAMs) on metal surfaces have been explored recently to address the assembly and connection issue in molecular electronics. In these systems, the molecule-metal contact is detrimental to electron transport. This is manifested not only in contact resistance, but also in the nature of the molecular device, which depends on the extent of wave function mixing between the molecule and the metal surface. We probe interfacial electronic structure, particularly unoccupied electronic states, in thiolate SAMs on Cu(111) using laser two-photon photoemission spectroscopy, in conjunction with ab initio calculations of model molecules. We find that the interfacial electronic structure is dominated by two virtual orbitals localized to the thiolate anchor and strongly coupled to the metal substrate. The shapes and energies of these interfacial σ*-like orbitals are independent of the nature of the hydrocarbon group (conjugated aromatics or saturated alkyls). As low-lying acceptor orbitals, they may play important roles in electron transport through self-assembled molecular wires.