The nonlinear response of liquids in the terahertz regime has recently attracted significant interest, even though very few measurements have been reported. Here, we report on our measurements based on a $z$-scan technique of the nonlinear refractive-index coefficient ${n}_{2}$ at terahertz frequencies for several liquids with noncentrosymmetric molecules, specifically, water, ethanol, and $\ensuremath{\alpha}$-pinene. We describe how the value of ${n}_{2}$ depends on the physical parameters of these molecules. The measured values of ${n}_{2}$ of the liquids in the terahertz region are as much as 6 orders of magnitude larger than their corresponding values in the visible or near-IR. Through a simple theoretical model, we confirm that the predominant source of this large third-order nonlinearity is the second-order perturbative component of the vibrational response of these molecules, which have resonances in the mid-IR.