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We present Spitzer Space Telescope 5-36 µm mapping observations toward the southeastern lobe of the young protostellar outflow HH 211. The southeastern terminal shock of the outflow shows a rich mid-infrared spectrum including molecular emission lines from OH, H₂O, HCO⁺, CO₂, H₂, and HD. The spectrum also shows a rising infrared continuum toward 5 µm, which we interpret as unresolved emission lines from highly excited rotational levels of the CO v = 1-0 fundamental band. This interpretation is supported by a strong excess flux observed in the Spitzer/IRAC 4-5 µm channel 2 image compared to the other IRAC channels. The extremely high critical densities of the CO v = 1-0 ro-vibrational lines and a comparison to H₂ and CO excitation models suggest jet densities larger than 10⁶/cm3 in the terminal shock. We also observed the southeastern terminal outflow shock with the Submillimeter Array and detected pure rotational emission from CO 2-1, HCO⁺ 3-2, and HCN 3-2. The rotationally excited CO traces the collimated outflow backbone as well as the terminal shock. HCN traces individual dense knots along the outflow and in the terminal shock, whereas HCO⁺ solely appears in the terminal shock. The unique combination of our mid-infrared and submillimeter observations with previously published near-infrared observations allow us to study the interaction of one of the youngest known protostellar outflows with its surrounding molecular cloud. Our results help us to understand the nature of some of the so-called green fuzzies (Extended Green Objects), and elucidate the physical conditions that cause high OH excitation and affect the chemical OH/H₂O balance in protostellar outflows and young stellar objects. In an appendix to this paper, we summarize our Spitzer follow-up survey of protostellar outflow shocks to find further examples of highly excited OH occurring together with H₂ O and H₂.