Inelastic neutron scattering and neutron powder diffraction experiments were carried out to investigate a localized mode, proposed from various bulk measurements, in the beta-pyrochlore AOs2O6 (A=K, Rb, Cs). The localized mode was identified in all the three compounds as well as another beta-pyrochlore CsW2O6. The anharmonicity of the mode is weak in RbOs2O6 and CsOs2O6 but substantial in KOs2O6.