A review of high‐resolution Raman spectroscopy of gases, including spontaneous, incoherent Raman spectroscopy, as well as of nonlinear techniques for coherent anti‐Stokes scattering (CARS), stimulated Raman gain (SRG) and stimulated Raman loss (SRL) spectroscopy, and photoacoustic Raman spectroscopy (PARS) in the frequency domain is presented. Femtosecond degenerate four‐wave mixing spectroscopy (Fs‐DFWM) and Raman‐induced polarization spectroscopy (RIPS) in the time domain are discussed. Also treated are the broadenings of Raman lines due to the Doppler and pressure effects. Basic theoretical notions and working equations for the analysis of highly resolved spectra are presented. Examples are drawn from the literature to illustrate the respective advantages and disadvantages of the various techniques. The interplay between high‐resolution Raman spectroscopy, infrared spectroscopy, and ab initio computational schemes is illustrated. The article concludes with an overall assessment of the respective advantages and disadvantages of the methods used in high‐resolution Raman spectroscopy.