Songbird auditory neurons must encode the dynamics of natural sounds at many volumes. We investigated how neural coding depends on the distribution of stimulus intensities. Using reverse-correlation, we modeled responses to amplitude-modulated sounds as the output of a linear filter and a nonlinear gain function, then asked how filters and nonlinearities depend on the stimulus mean and variance. Filter shape depended strongly on mean amplitude (volume): at low mean, most neurons integrated sound over many milliseconds, while at high mean, neurons responded more to local changes in amplitude. Increasing the variance (contrast) of amplitude modulations had less effect on filter shape but decreased the gain of firing in most cells. Both filter and gain changes occurred rapidly after a change in statistics, suggesting that they represent nonlinearities in processing. These changes may permit neurons to signal effectively over a wider dynamic range and are reminiscent of findings in other sensory systems.