The weighted histogram analysis method (WHAM) including its binless extension has been developed independently in several different contexts, and widely used in chemistry, physics, and statistics, for computing free energies and expectations from multiple ensembles. However, this method, while statistically efficient, is computationally costly or even infeasible when a large number, hundreds or more, of distributions are studied. We develop a locally WHAM (local WHAM) from the perspective of simulations of simulations (SOS), using generalized serial tempering (GST) to resample simulated data from multiple ensembles. The local WHAM equations based on one jump attempt per GST cycle can be solved by optimization algorithms orders of magnitude faster than standard implementations of global WHAM, but yield similarly accurate estimates of free energies to global WHAM estimates. Moreover, we propose an adaptive SOS procedure for solving local WHAM equations stochastically when multiple jump attempts are performed per GST cycle. Such a stochastic procedure can lead to more accurate estimates of equilibrium distributions than local WHAM with one jump attempt per cycle. The proposed methods are broadly applicable when the original data to be "WHAMMED" are obtained properly by any sampling algorithm including serial tempering and parallel tempering (replica exchange). To illustrate the methods, we estimated absolute binding free energies and binding energy distributions using the binding energy distribution analysis method from one and two dimensional replica exchange molecular dynamics simulations for the beta-cyclodextrin-heptanoate host-guest system. In addition to the computational advantage of handling large datasets, our two dimensional WHAM analysis also demonstrates that accurate results similar to those from well-converged data can be obtained from simulations for which sampling is limited and not fully equilibrated.