The continuum absorption by H2O has several characteristics that are common throughout the windows in the infrared and millimeter-wave regions. Values of the continuum absorption coefficient calculated on the basis of simple, widely used line shapes may differ greatly from observed values in the windows between strong absorption lines. The temperature dependence of this absorption is also not predictable from present day understanding of line shapes or of dieters, which may also contribute. The shapes of self-broadened H2O lines are quite different from those of N2-broadened lines, and the difference increases with increasing distance from the centers of the lines. Data obtained from laboratory samples and from atmospheric paths are presented to compare the various windows in the infrared and millimeter regions.