The material class of skutterudites is believed to have strong potential for thermoelectric application due to the very low thermal conductivity of the filled structures. It is generally assumed that the atoms filling the skutterudite cages act as 'rattlers' and essentially induce a disordered lattice dynamics referred to as 'phonon glass'. Here, we present neutron spectroscopy experiments and ab initio computational work on phonons in LaFe(4)Sb(12) and CeFe(4)Sb(12). Our results give unequivocal evidence of essentially temperature-independent lattice dynamics with well-defined phase relations between guest and host dynamics, indicative of a quasi-harmonic coupling between the guests and the host lattice. These conclusions are in disagreement with the 'phonon glass' paradigm based on individual 'rattling' of the guest atoms. These findings should have an essential impact on the design and improvement of thermoelectric materials and on the development of microscopic models needed for these efforts.