diff --git a/head.go b/head.go
index db9e97ec73..33bcb7088e 100644
--- a/head.go
+++ b/head.go
@@ -98,25 +98,26 @@ func openHeadBlock(dir string, l log.Logger) (*headBlock, error) {
 		meta:     *meta,
 	}
 
-	// Replay contents of the write ahead log.
-	if err = wal.ReadAll(&walHandler{
-		series: func(lset labels.Labels) error {
+	r := wal.Reader()
+
+	for r.Next() {
+		series, samples := r.At()
+
+		for _, lset := range series {
 			h.create(lset.Hash(), lset)
 			h.meta.Stats.NumSeries++
-			return nil
-		},
-		sample: func(s refdSample) error {
+		}
+		for _, s := range samples {
 			h.series[s.ref].append(s.t, s.v)
 
 			if !h.inBounds(s.t) {
-				return ErrOutOfBounds
+				return nil, errors.Wrap(ErrOutOfBounds, "consume WAL")
 			}
-
 			h.meta.Stats.NumSamples++
-			return nil
-		},
-	}); err != nil {
-		return nil, err
+		}
+	}
+	if err := r.Err(); err != nil {
+		return nil, errors.Wrap(err, "consume WAL")
 	}
 
 	h.updateMapping()
diff --git a/head_test.go b/head_test.go
index 83c142c4f7..6f33ab0d1b 100644
--- a/head_test.go
+++ b/head_test.go
@@ -1,7 +1,6 @@
 package tsdb
 
 import (
-	"io"
 	"io/ioutil"
 	"os"
 	"sort"
@@ -43,11 +42,7 @@ func TestPositionMapper(t *testing.T) {
 }
 
 func BenchmarkCreateSeries(b *testing.B) {
-	f, err := os.Open("cmd/tsdb/testdata.1m")
-	require.NoError(b, err)
-	defer f.Close()
-
-	lbls, err := readPrometheusLabels(f, 1e6)
+	lbls, err := readPrometheusLabels("cmd/tsdb/testdata.1m", 1e6)
 	require.NoError(b, err)
 
 	b.Run("", func(b *testing.B) {
@@ -67,8 +62,14 @@ func BenchmarkCreateSeries(b *testing.B) {
 	})
 }
 
-func readPrometheusLabels(r io.Reader, n int) ([]labels.Labels, error) {
-	b, err := ioutil.ReadAll(r)
+func readPrometheusLabels(fn string, n int) ([]labels.Labels, error) {
+	f, err := os.Open(fn)
+	if err != nil {
+		return nil, err
+	}
+	defer f.Close()
+
+	b, err := ioutil.ReadAll(f)
 	if err != nil {
 		return nil, err
 	}
diff --git a/cmd/tsdb/testdata.20k b/testdata/20k.series
similarity index 100%
rename from cmd/tsdb/testdata.20k
rename to testdata/20k.series
diff --git a/wal.go b/wal.go
index 89de63182a..a930252483 100644
--- a/wal.go
+++ b/wal.go
@@ -83,46 +83,20 @@ func OpenWAL(dir string, l log.Logger, flushInterval time.Duration) (*WAL, error
 	if err := w.initSegments(); err != nil {
 		return nil, err
 	}
-	// If there are no existing segments yet, create the initial one.
-	if len(w.files) == 0 {
-		if err := w.cut(); err != nil {
-			return nil, err
-		}
-	}
 
 	go w.run(flushInterval)
 
 	return w, nil
 }
 
-type walHandler struct {
-	sample func(refdSample) error
-	series func(labels.Labels) error
-}
-
-// ReadAll consumes all entries in the WAL and triggers the registered handlers.
-func (w *WAL) ReadAll(h *walHandler) error {
-	for i, f := range w.files {
-		dec := newWALDecoder(f, h)
-
-		for {
-			if err := dec.next(); err != nil {
-				if err == io.EOF {
-					// If file end was reached, move on to the next segment.
-					break
-				}
-				return err
-			}
-		}
-
-		// Close completed file after we are done reading it.
-		if i < len(w.files)-1 {
-			if err := f.Close(); err != nil {
-				return err
-			}
-		}
+// Reader returns a new reader over the the write ahead log data.
+// It must be completely consumed before writing to the WAL.
+func (w *WAL) Reader() *WALReader {
+	var rs []io.ReadCloser
+	for _, f := range w.files {
+		rs = append(rs, f)
 	}
-	return nil
+	return &WALReader{rs: rs}
 }
 
 // Log writes a batch of new series labels and samples to the log.
@@ -194,6 +168,13 @@ func (w *WAL) cut() error {
 		if err := w.sync(); err != nil {
 			return err
 		}
+		off, err := tf.Seek(0, os.SEEK_CUR)
+		if err != nil {
+			return err
+		}
+		if err := tf.Truncate(off); err != nil {
+			return err
+		}
 		if err := tf.Close(); err != nil {
 			return err
 		}
@@ -245,6 +226,9 @@ func (w *WAL) Sync() error {
 }
 
 func (w *WAL) sync() error {
+	if w.cur == nil {
+		return nil
+	}
 	if err := w.cur.Flush(); err != nil {
 		return err
 	}
@@ -286,7 +270,10 @@ func (w *WAL) Close() error {
 	}
 	// On opening, a WAL must be fully consumed once. Afterwards
 	// only the current segment will still be open.
-	return w.tail().Close()
+	if tf := w.tail(); tf != nil {
+		return tf.Close()
+	}
+	return nil
 }
 
 const (
@@ -302,16 +289,20 @@ func (w *WAL) entry(et WALEntryType, flag byte, buf []byte) error {
 	w.mtx.Lock()
 	defer w.mtx.Unlock()
 
-	sz := int64(6 + 4 + len(buf))
-
-	if w.curN+sz > w.segmentSize {
+	// Cut to the next segment if exceeds the file size unless it would also
+	// exceed the size of a new segment.
+	var (
+		sz    = int64(6 + 4 + len(buf))
+		newsz = w.curN + sz
+	)
+	if w.cur == nil || w.curN > w.segmentSize || newsz > w.segmentSize && sz <= w.segmentSize {
 		if err := w.cut(); err != nil {
 			return err
 		}
 	}
 
 	h := crc32.NewIEEE()
-	wr := io.MultiWriter(h, w.cur, os.Stdout)
+	wr := io.MultiWriter(h, w.cur)
 
 	b := make([]byte, 6)
 	b[0] = byte(et)
@@ -414,38 +405,122 @@ func (w *WAL) encodeSamples(samples []refdSample) error {
 	return w.entry(WALEntrySamples, walSamplesSimple, buf)
 }
 
-type walDecoder struct {
-	r       io.Reader
-	handler *walHandler
-
+// WALReader decodes and emits write ahead log entries.
+type WALReader struct {
+	rs  []io.ReadCloser
+	cur int
 	buf []byte
+
+	err     error
+	labels  []labels.Labels
+	samples []refdSample
 }
 
-// newWALDecoder returns a new decoder for the default WAL format. The meta
-// headers of a segment must already have been consumed.
-func newWALDecoder(r io.Reader, h *walHandler) *walDecoder {
-	return &walDecoder{
-		r:       r,
-		handler: h,
-		buf:     make([]byte, 0, 1024*1024),
+// NewWALReader returns a new WALReader over the sequence of the given ReadClosers.
+func NewWALReader(rs ...io.ReadCloser) *WALReader {
+	return &WALReader{
+		rs:  rs,
+		buf: make([]byte, 0, 1024*1024),
 	}
 }
 
-func (d *walDecoder) next() error {
-	t, flag, b, err := d.entry()
+// At returns the last decoded entry of labels or samples.
+func (r *WALReader) At() ([]labels.Labels, []refdSample) {
+	return r.labels, r.samples
+}
+
+// Err returns the last error the reader encountered.
+func (r *WALReader) Err() error {
+	return r.err
+}
+
+// nextEntry retrieves the next entry. It is also used as a testing hook.
+func (r *WALReader) nextEntry() (WALEntryType, byte, []byte, error) {
+	if r.cur >= len(r.rs) {
+		return 0, 0, nil, io.EOF
+	}
+	cr := r.rs[r.cur]
+
+	et, flag, b, err := r.entry(cr)
+	if err == io.EOF {
+		// Current reader completed, close and move to the next one.
+		if err := cr.Close(); err != nil {
+			return 0, 0, nil, err
+		}
+		r.cur++
+		return r.nextEntry()
+	}
+	return et, flag, b, err
+}
+
+// Next returns decodes the next entry pair and returns true
+// if it was succesful.
+func (r *WALReader) Next() bool {
+	r.labels = r.labels[:0]
+	r.samples = r.samples[:0]
+
+	et, flag, b, err := r.nextEntry()
 	if err != nil {
-		return err
+		if err != io.EOF {
+			r.err = err
+		}
+		return false
 	}
-	switch t {
+
+	switch et {
 	case WALEntrySamples:
-		return d.decodeSamples(flag, b)
+		if err := r.decodeSamples(flag, b); err != nil {
+			r.err = err
+		}
 	case WALEntrySeries:
-		return d.decodeSamples(flag, b)
+		if err := r.decodeSeries(flag, b); err != nil {
+			r.err = err
+		}
+	default:
+		r.err = errors.Errorf("unknown WAL entry type %d", et)
 	}
-	return errors.Errorf("unknown WAL entry type %q", t)
+	return r.err == nil
 }
 
-func (d *walDecoder) decodeSeries(flag byte, b []byte) error {
+func (r *WALReader) entry(cr io.Reader) (WALEntryType, byte, []byte, error) {
+	cw := crc32.NewIEEE()
+	tr := io.TeeReader(cr, cw)
+
+	b := make([]byte, 6)
+	if _, err := tr.Read(b); err != nil {
+		return 0, 0, nil, err
+	}
+
+	var (
+		etype  = WALEntryType(b[0])
+		flag   = b[1]
+		length = int(binary.BigEndian.Uint32(b[2:]))
+	)
+	// Exit if we reached pre-allocated space.
+	if etype == 0 {
+		return 0, 0, nil, io.EOF
+	}
+
+	if length > len(r.buf) {
+		r.buf = make([]byte, length)
+	}
+	buf := r.buf[:length]
+
+	if _, err := tr.Read(buf); err != nil {
+		return 0, 0, nil, err
+	}
+	_, err := cr.Read(b[:4])
+	if err != nil {
+		return 0, 0, nil, err
+	}
+	if exp, has := binary.BigEndian.Uint32(b[:4]), cw.Sum32(); has != exp {
+		return 0, 0, nil, errors.Errorf("unexpected CRC32 checksum %x, want %x", has, exp)
+	}
+
+	return etype, flag, buf, nil
+}
+
+func (r *WALReader) decodeSeries(flag byte, b []byte) error {
 	for len(b) > 0 {
 		l, n := binary.Uvarint(b)
 		if n < 1 {
@@ -470,14 +545,12 @@ func (d *walDecoder) decodeSeries(flag byte, b []byte) error {
 			b = b[n+int(vl):]
 		}
 
-		if err := d.handler.series(lset); err != nil {
-			return err
-		}
+		r.labels = append(r.labels, lset)
 	}
 	return nil
 }
 
-func (d *walDecoder) decodeSamples(flag byte, b []byte) error {
+func (r *WALReader) decodeSamples(flag byte, b []byte) error {
 	if len(b) < 16 {
 		return errors.Wrap(errInvalidSize, "header length")
 	}
@@ -511,47 +584,7 @@ func (d *walDecoder) decodeSamples(flag byte, b []byte) error {
 		smpl.v = float64(math.Float64frombits(binary.BigEndian.Uint64(b)))
 		b = b[8:]
 
-		if err := d.handler.sample(smpl); err != nil {
-			return err
-		}
+		r.samples = append(r.samples, smpl)
 	}
 	return nil
 }
-
-func (d *walDecoder) entry() (WALEntryType, byte, []byte, error) {
-	cw := crc32.NewIEEE()
-	tr := io.TeeReader(d.r, cw)
-
-	b := make([]byte, 6)
-	if _, err := tr.Read(b); err != nil {
-		return 0, 0, nil, err
-	}
-
-	var (
-		etype  = WALEntryType(b[0])
-		flag   = b[1]
-		length = int(binary.BigEndian.Uint32(b[2:]))
-	)
-	// Exit if we reached pre-allocated space.
-	if etype == 0 {
-		return 0, 0, nil, io.EOF
-	}
-
-	if length > len(d.buf) {
-		d.buf = make([]byte, length)
-	}
-	buf := d.buf[:length]
-
-	if _, err := tr.Read(buf); err != nil {
-		return 0, 0, nil, err
-	}
-	_, err := d.r.Read(b[:4])
-	if err != nil {
-		return 0, 0, nil, err
-	}
-	if exp, has := binary.BigEndian.Uint32(b[:4]), cw.Sum32(); has != exp {
-		return 0, 0, nil, errors.Errorf("unexpected CRC32 checksum %x, want %x", has, exp)
-	}
-
-	return etype, flag, buf, nil
-}
diff --git a/wal_test.go b/wal_test.go
index 5d48197728..773fc4e085 100644
--- a/wal_test.go
+++ b/wal_test.go
@@ -4,6 +4,7 @@ import (
 	"encoding/binary"
 	"fmt"
 	"io/ioutil"
+	"math/rand"
 	"os"
 	"testing"
 
@@ -106,10 +107,62 @@ func TestWAL_cut(t *testing.T) {
 
 		// We cannot actually check for correct pre-allocation as it is
 		// optional per filesystem and handled transparently.
-		et, flag, b, err := newWALDecoder(f, nil).entry()
+		et, flag, b, err := NewWALReader(f).nextEntry()
 		require.NoError(t, err)
 		require.Equal(t, WALEntrySeries, et)
 		require.Equal(t, flag, byte(walSeriesSimple))
 		require.Equal(t, []byte("Hello World!!"), b)
 	}
 }
+
+// Symmetrical test of reading and writing to the WAL via its main interface.
+func TestWAL_Log_Restore(t *testing.T) {
+	// Generate testing data. It does not make semantical sense but
+	// for the purpose of this test.
+	series, err := readPrometheusLabels("testdata/20k.series", 10000)
+	require.NoError(t, err)
+
+	var samples []refdSample
+	for i := 0; i < 200000; i++ {
+		samples = append(samples, refdSample{
+			ref: uint64(i % 10000),
+			t:   int64(i * 2),
+			v:   rand.Float64(),
+		})
+	}
+
+	dir, err := ioutil.TempDir("", "test_wal_log_restore")
+	require.NoError(t, err)
+	defer os.RemoveAll(dir)
+
+	w, err := OpenWAL(dir, nil, 0)
+	require.NoError(t, err)
+
+	// Set smaller segment size so we can actually write several files.
+	w.segmentSize = 300 * 1000
+
+	for i := 0; i < len(series); i += 100 {
+		require.NoError(t, w.Log(series[i:i+100], samples[i*10:(i+100)*10]))
+	}
+
+	require.NoError(t, w.Close())
+
+	w, err = OpenWAL(dir, nil, 0)
+	r := w.Reader()
+
+	var i, j int
+
+	for r.Next() {
+		lsets, smpls := r.At()
+
+		if l := len(lsets); l > 0 {
+			require.Equal(t, series[i:i+l], lsets)
+			i += l
+		}
+		if l := len(smpls); l > 0 {
+			require.Equal(t, samples[j:j+l], smpls)
+			j += l
+		}
+	}
+	require.NoError(t, r.Err())
+}