Deep learning models can achieve high accuracy when trained on large amounts of labeled data. However, real-world scenarios often involve several challenges: Training data may become available in installments, may originate from multiple different domains, and may not contain labels for training. Certain settings, for instance medical applications, often involve further restrictions that prohibit retention of previously seen data due to privacy regulations. In this work, to address such challenges, we study unsupervised segmentation in continual learning scenarios that involve domain shift. To that end, we introduce GarDA (Generative Appearance Replay for continual Domain Adaptation), a generative-replay based approach that can adapt a segmentation model sequentially to new domains with unlabeled data. In contrast to single-step unsupervised domain adaptation (UDA), continual adaptation to a sequence of domains enables leveraging and consolidation of information from multiple domains. Unlike previous approaches in incremental UDA, our method does not require access to previously seen data, making it applicable in many practical scenarios. We evaluate GarDA on three datasets with different organs and modalities, where it substantially outperforms existing techniques. Our code is available at: https://github.com/histocartography/generative-appearance-replay.