Following the work of Schwinger (1961 J. Math. Phys 2 407), we present a general method for deriving quantum response functions on a closed-loop contour in the complex time plane. We focus on optical response functions of linear to third order and demonstrate by projecting contour time onto the real axis how they connect to Liouville space pathways. This work highlights the close connection between the Keldysh contour and the double-sided Feynman diagrams used in nonlinear optical spectroscopy. In addition, we give a Keldysh contour derivation of the Marcus equation for electron transfer.