Pulsed neutron diffraction with isotope substitution on the hydroxyl hydrogens (H) is used to study the structure of methanol in two supercritical conditions (253 degrees C, 117.7 MPa, 0.700 g cm(-3) and 253 degrees C, 14.3 MPa, 0.453 g cm(-3)) as well as a subcritical state (202 degrees C, 73.7 MPa, 0.700 g cm(-3)) (T-c=240 degrees C, P-c=8.1 MPa, rho(c)=0.272 g cm(-3) for methanol). From three experiments on CD3OD, CD3OH, and a CD3O(H-0.28+D-0.72) mixture at the three thermodynamic states, the composite partial structure factors and pair correlation functions, XX, XH, and HH, are derived, where X represents a weighted sum of correlations from carbon (C), oxygen (O), and methyl hydrogen (M) atoms on the methanol molecule. The data are used in an empirical potential structure refinement (EPSR) computer simulation of methanol at the three thermodynamics states. Model distributions of molecules consistent with these data are used to estimate the individual site-site radial distribution functions, the coefficients of the spherical harmonic expansion of the orientational pair correlation function, the details of hydrogen bonding, and the three-dimensional structure of clusters formed in subcritical and supercritical methanol. In both subcritical and supercritical states of moderate density, the hydrogen bonds remain, with the average number of hydrogen bonds of 1.6 +/-0.1 per molecule and the average chain-length of 3.1 +/- 0.4 molecules, which are less than the 1.77 +/- 0.07 per molecule and 5.5 +/- 1.0 molecules, respectively, found under ambient conditions; however, in the subcritical and supercritical methanol at moderate density the hydrogen bonds are mostly associated with clusters of 3-5 methanol molecules, in contrast with ambient methanol in which methanol molecules are involved in a nonlinear hydrogen bonded chain structure. In the low-density supercritical methanol, the large clusters are broken to generate monomers or small oligomers; the average number of hydrogen bonds per molecule decreases to 1.0 +/- 0.1, and the chain-length is 1.8 +/- 0.2 with a maximum length up to 7. The present results are compared with those recently obtained by molecular dynamics simulations, NMR, and Raman scattering of supercritical methanol.