High-resolution Raman spectroscopy was used to study methanol-water mixtures over the whole concentration range. We report a highly non-linear dependence of the carbon-oxygen and carbon-hydrogen stretching frequencies with composition. The difference between the polarized and depolarized frequencies of the carbon-oxygen stretching mode (non-coincidence effect) was also measured. Taken together, the data suggest a global picture of the progressive hydration of methanol: water first breaks up the molecular chains which exist in pure methanol, and then completely hydrates the hydroxyl groups before solvating the hydrophobic methyl groups.