Recent high-pressure studies on gas hydrates, including methane hydrate, have accumulated to the extent that we now have a better understanding of the phase changes in gas hydrates. A feature of phase changes in terms of pressure and guest size was summarised earlier in this paper. Gas hydrates with a guest size from argon to methane eventually take a common filled ice Ih structure, although they have different initial and intermediate structures. In the latter part, retention by the filled ice Ih structure of methane hydrate up to 42 GPa is described. In-situ x-ray diffractometry and optical observation revealed the existence of the filled ice structure with as volume change of 40% and large anisotropic compressibility. Symmetrization of the hydrogen bonds in water molecules forming the fundamental structure was suggested to occur. The meanings for geological and planetary sciences of the phase changes and the retention of a very high pressure of methane hydrate are also discussed.