Wang-Landau sampling (WLS) of large systems requires dividing the energy range into "windows" and joining the results of simulations in each window. The resulting density of states (and associated thermodynamic functions) are shown to suffer from boundary effects in simulations of lattice polymers and the five-state Potts model. Here, we implement WLS using adaptive windows. Instead of defining fixed energy windows (or windows in the energy-magnetization plane for the Potts model), the boundary positions depend on the set of energy values on which the histogram is flat at a given stage of the simulation. Shifting the windows each time the modification factor f is reduced, we eliminate border effects that arise in simulations using fixed windows. Adaptive windows extend significantly the range of system sizes that may be studied reliably using WLS.