Electron energy loss spectroscopy (EELS) in a monochromated transmission electron microscope is applied to probe standing-wave-like cavity modes hybridized with surface plasmon polaritons (SPP) in rectangular submicron slits in a thin gold film. Coupling of hybridized SPP-cavity modes between two adjacent slits is studied by systematically varying the width of the metal bar d that separates the identical slits in a two-slit system.