The term 'Westlands' is used very broadly, and not always consistently, so it is most usefully taken as a vague reference to a wide geographical area, rather than a specific region with defined borders. At times it has a narrow meaning somewhat akin to Eriador, relating to the lands westward of the Misty Mountains. At other times it clearly includes lands eastward or southward of the Mountains, including Gondor or Lórien.
In his index to Unfinished Tales, Christopher Tolkien suggests the Great River Anduin as marking the eastern limit of the Westlands. This does generally hold, with the inconvenient exception of Ithilien, a narrow land that lay eastward of the River but was still explicitly part of the Westlands. Nonetheless, the general conception of the Westlands as those lands westward of Anduin gives a useful idea of the scope of the term.
All of our references to the Westlands of Middle-earth come from the Second and Third Ages, when Lindon marked the westernmost extent of Middle-earth. In the First Age, Beleriand represented a significant landmass running further westward still. This would presumably also have fallen within the ambit of the name 'Westlands', though in practice we have no record of its use while Beleriand still existed.
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