We study the production of W bosons at large transverse momentum in p¯p collisions. We show that the next-to-leading order cross section at large transverse momentum is dominated by threshold soft-gluon corrections. We add next-to-next-to-leading-order softgluon corrections to the exact next-to-leading-order differential cross sections. We find that these higher-order corrections provide modest enhancements to the transverse momentum distribution of the W at the Tevatron, and reduce significantly the dependence on the factorization and renormalization scales.