We asses the basis set convergence of harmonic frequencies using different explicitly correlated wave function based methods. All commonly available CCSD(T) variants as well as MP2-F12 and MP4(F12*) are considered, and a hierarchy of the different approaches is established. As for reaction and atomization energies, CCSD(F12*)(T*) is a close approximation to CCSD(F12)(T*) and clearly superior to the other tested approximations. The used scaling for the triples correction enhances the accuracy relative to CCSD(F12*)(T) especially for small basis sets and is very attractive since no additional computational costs are added. However, this scaling slightly breaks size consistency, and therefore we additionally study the accuracy of CCSD(F12*)(T*) and CCSD(F12*)(T) in the context of calculating anharmonic frequencies to check if this causes problems in the generation of the potential energy surface (PES). We find a fast basis set convergence for harmonic and anharmonic frequencies. Already in the cc-pVDZ-F12 basis, the RMSD to the CBS limit is only around 4-5 cm-1.