Biochemical processes in living organisms predominantly take place in aqueous environments where the structure and function of biomolecules are greatly modulated through interactions with water. One and two-dimensional infrared spectroscopy provides rich structural information since each chemical structure exhibits a unique set of vibrational frequencies. However, following the fastest changes of the DNA hydration shell geometries, occurring in the time domain below 1ps, can only be achieved using ultrafast vibrational spectroscopy. The author first provides a short introduction to the field of nonlinear spectroscopy, in particular the formalism and methodology of the pump-probe technique is explained. In the main part of this book, ?ukasz Szyc discusses the experiments he performed on base-pair model systems and adenine-thymine oligomers aimed at understanding the vibrational dynamics and couplings in DNA at different levels of hydration, as well as establishing the role of water in the dissipation of excess energy originating from the decay of electronic and/or vibrational excitations in DNA molecules.