Pentaerythritol tetranitrate (PETN) is a common secondary explosive and has been used extensively to study shock initiation and energy propagation in energetic materials. We report 2D IR measurements of PETN thin films that resolve vibrational energy transfer and relaxation mechanisms. Ultrafast anisotropy measurements reveal a sub-500 fs reorientation of transition dipoles in thin films of vapor-deposited PETN that is absent in solution measurements, consistent with intermolecular energy transfer. The anisotropy is frequency dependent, suggesting spectrally heterogeneous vibrational relaxation. Cross peaks are observed in 2D IR spectra that resolve a specific energy transfer pathway with a 2 ps time scale. Transition dipole coupling calculations of the nitrate ester groups in the crystal lattice predict that the intermolecular couplings are as large or larger than the intramolecular couplings. The calculations match well with the experimental frequencies and the anisotropy, leading us to conclude that the observed cross peak is measuring energy transfer between two eigenstates that are extended over multiple PETN molecules. Measurements of the transition dipole strength indicate that these vibrational modes are coherently delocalized over at least 15-30 molecules. We discuss the implications of vibrational relaxation between coherently delocalized eigenstates for mechanisms relevant to explosives.