Millimeter Wave (mmWave) communications rely on highly directional beams to combat severe propagation loss. In this paper, an adaptive beam search algorithm based on spatial scanning, called Iterative Deactivation and Beam Shifting (IDBS), is proposed for mmWave beam alignment. IDBS does not require advance information such as the Signal-to-Noise Ratio (SNR) and channel statistics, and matches the training overhead to the unknown SNR to achieve satisfactory performance. The algorithm works by gradually deactivating beams using a Bayesian probability criterion based on a uniform improper prior, where beam deactivation can be implemented with low-complexity operations that require computing a low-degree polynomial or a search through a look-up table. Numerical results confirm that IDBS adapts to different propagation scenarios such as line-of-sight and non-line-of-sight and to different SNRs. It can achieve better tradeoffs between training overhead and beam alignment accuracy than existing non-adaptive algorithms that have fixed training overheads.