Studies are reviewed on the development and applications of a new method of recording optical spectra that preserves full information on both the amplitude and phase relationships between the spectral components of the light field being recorded, and which thus realizes ``holographic spectroscopy''. The method has been realized in practice in various polarization modifications of Coherent Active (anti-Stokes) Raman Spectroscopy (CARS). By using it, the problem has been solved in principle of resolving close, overlapping spectral lines not amenable to discrimination by the Rayleigh criterion in noncoherent spectra. In polarization CARS the experimenter can carry out a controlled action on the form and amplitude of an optical resonance being recorded (``multidimensionality'' of spectra). However, this is not accompanied by an actual distortion of the spectrum or action from the probe field on the object of study. The principles of holographic spectroscopy have been realized experimentally, and by using them new information has been obtained on the internal structure of broad superposed Raman and light-absorption lines.