An above-the-knee prosthesis with an anatomically configured socket. The socket is characterized by one or more contours which correspond to pre-selected anatomical contours of the residual thigh. By slightly exaggerating the depth of the contour in the socket as compared with the corresponding contour in the thigh, the socket grips the residual thigh and maintains the femur in proper alignment and prevents rotation. Thus, discomfort and the gait abnormalities common in above-the-knee prostheses are reduced or eliminated. A system of inflatable compartments may be included for adjusting the size and fit of the prosthesis. Each of the inflatable compartments corresponds to one of the anatomical contours in the socket and is separately inflatable. In this way, the patient may adjust the dimensions of the socket and, more specifically, the depths of certain contours in the socket as needed to accommodate changes in the size of the residual thigh due to fluid shifts or swelling.