Adsorption processes are often governed by weak interactions for which the estimation of entropy contributions by means of the harmonic approximation is prone to be inaccurate. Thermodynamic integration (TI) from the harmonic to the fully interacting system (λ-path integration) can be used to compute anharmonic corrections. Here, we combine TI with (curvilinear) internal coordinates in periodic systems to make the formalism available in computational studies. Our implementation of ab initio molecular dynamics in VASP is independent of the reaction path and can be thus applied to study adsorption processes relative to the gas phase and does hence provide a useful tool for computational catalysis. We discuss the application of the approach on three model systems for which exact semianalytical solutions exist and illustrate and quantify the importance of anharmonic vibrations, hindered rotations, and hindered translations (dissociation). Eventually, we apply the method to study the adsorption of small adsorbates in a zeolite (H-SSZ-13).