We propose an adaptive mesh refinement strategy for immersed isogeometric analysis, with application to steady heat conduction and viscous flow problems. The proposed strategy is based on residual-based error estimation, which has been tailored to the immersed setting by the incorporation of appropriately scaled stabilization and boundary terms. Element-wise error indicators are elaborated for the Laplace and Stokes problems, and a THB-spline-based local mesh refinement strategy is proposed. The error estimation and adaptivity procedure are applied to a series of benchmark problems, demonstrating the suitability of the technique for a range of smooth and non-smooth problems. The adaptivity strategy is also integrated into a scan-based analysis workflow, capable of generating error-controlled results from scan data without the need for extensive user interactions or interventions.