Employing optical spectroscopy we have performed a comparative study of the dielectric response of extracellular matrix and filaments of electrogenic bacteria Shewanella oneidensis MR-1, cytochrome c, and bovine serum albumin. Combining infrared transmission measurements on thin layers with data of the terahertz spectra, we obtain the dielectric permittivity and AC conductivity spectra of the materials in a broad frequency band from a few cm-1 up to 7000cm-1 in the temperature range from 5 to 300K. Strong absorption bands are observed in the three materials that cover the range from 10 to 300cm-1 and mainly determine the terahertz absorption. When cooled down to liquid helium temperatures, the bands in Shewanella oneidensis MR-1 and cytochrome c reveal a distinct fine structure. In all three materials, we identify the presence of liquid bound water in the form of librational and translational absorption bands at ≈200 and ≈600cm-1, respectively. The sharp excitations seen above 1000cm-1 are assigned to intramolecular vibrations.