The second-order vibrational perturbation theory method has been used together with the B3LYP and MP2 electronic structure methods to investigate the effects of anharmonicity on the vibrational zero-point energy (ZPE) contributions to the binding energies of (H2O)n, n = 2-6, clusters. For the low-lying isomers of (H2O)(6), the anharmonicity correction to the binding energy is calculated to range from -248 to -355 cm(-1). It is also demonstrated that although high-order electron correlation effects are important for the individual vibrational frequencies, they are relatively unimportant for the net ZPE contributions to the binding energies of water clusters.