Gas hydrates are crystalline structures comprising a guest molecule surrounded by a water cage, and are particularly relevant due to their natural occurrence in the deep sea and in permafrost areas. Low molecular weight molecules such as methane and carbon dioxide can be sequestered into that cage at suitable temperatures and pressures, facilitating the transition to the solid phase. While the composition and structure of gas hydrates appear to be well understood, their formation and dissociation mechanisms, along with the dynamics and kinetics associated with those processes, remain ambiguous. In order to take advantage of gas hydrates as an energy resource (e.g., methane hydrate), as a sequestration matrix in (for example) CO(2) storage, or for chemical energy conservation/storage, a more detailed molecular level understanding of their formation and dissociation processes, as well as the chemical, physical, and biological parameters that affect these processes, is required. Spectroscopic techniques appear to be most suitable for analyzing the structures of gas hydrates (sometimes in situ), thus providing access to such information across the electromagnetic spectrum. A variety of spectroscopic methods are currently used in gas hydrate research to determine the composition, structure, cage occupancy, guest molecule position, and binding/formation/dissociation mechanisms of the hydrate. To date, the most commonly applied techniques are Raman spectroscopy and solid-state nuclear magnetic resonance (NMR) spectroscopy. Diffraction methods such as neutron and X-ray diffraction are used to determine gas hydrate structures, and to study lattice expansions. Furthermore, UV-vis spectroscopic techniques and scanning electron microscopy (SEM) have assisted in structural studies of gas hydrates. Most recently, waveguide-coupled mid-infrared spectroscopy in the 3-20 μm spectral range has demonstrated its value for in situ studies on the formation and dissociation of gas hydrates. This comprehensive review summarizes the importance of spectroscopic analytical techniques to our understanding of the structure and dynamics of gas hydrate systems, and highlights selected examples that illustrate the utility of these individual methods.