The eigenstates of many-body localized (MBL) Hamiltonians exhibit low entanglement. We adapt the highly successful density-matrix renormalization group method, which is usually used to find modestly entangled ground states of local Hamiltonians, to find individual highly excited eigenstates of many body localized Hamiltonians. The adaptation builds on the distinctive spatial structure of such eigenstates. We benchmark our method against the well studied random field Heisenberg model in one dimension. At moderate to large disorder, we find that the method successfully obtains excited eigenstates with high accuracy, thereby enabling a study of MBL systems at much larger system sizes than those accessible to exact-diagonalization methods.