Phthalic anhydride is slightly soluble in methanol. But beware! In this case, phthalic anhydride will actually react with its solvent. This is called estrification of the anhydride. Methanol will break the ring of Phthalic anhydride and make an ester.
C6H4(CO)2O + CH3OH --> C6H4(CO2H)(CO2CH3)
Similarly, you might THINK Phthalic anhydride is soluble in water, but it actually reacts with water to make phthalic acid.
If you want to make a true solution of phthalic anhydride, I would recommend acetone, or methylethyl ketone.