Although the main Raman features of semiconducting transition metal dichalcogenides are well known for the monolayer and bulk, there are important differences exhibited by few layered systems which have not been fully addressed. WSe₂ samples were synthesized and ab-initio calculations carried out. We calculated phonon dispersions and Raman-active modes in layered systems: WSe₂, MoSe₂, WS₂ and MoS₂ ranging from monolayers to five-layers and the bulk. First, we confirmed that as the number of layers increase, the E′, E″ and E_2g modes shift to lower frequencies and the A′₁ and A_1g modes shift to higher frequencies. Second, new high frequency first order A′₁ and A_1g modes appear, explaining recently reported experimental data for WSe₂, MoSe₂ and MoS₂. Third, splitting of modes around A′₁ and A_1g is found which explains those observed in MoSe₂. Finally, exterior and interior layers possess different vibrational frequencies. Therefore, it is now possible to precisely identify few-layered STMD.