We report a polarized Raman study of Weyl semimetal TaAs. We observe all the optical phonons, with energies and symmetries consistent with our first-principles calculations. We detect additional excitations assigned to multiple-phonon excitations. These excitations are accompanied by broad peaks separated by 140~cm$^{-1}$ that are also most likely associated with multiple-phonon excitations. We also noticed a sizable B$_1$ component for the spectral background, for which the origin remains unclear.