This paper presents new Gaussian approximations for the cumulative distribution function P(A λ ≤ s) of a Poisson random variable A λ with mean λ. Using an integral transformation, we first bring the Poisson distribution into quasiGaussian form, which permits evaluation in terms of the normal distribution function Φ. The quasi-Gaussian form contains an implicitly defined function y, which is closely related to the Lambert W function. A detailed analysis of y leads to a powerful asymptotic expansion and sharp bounds on P(A λ ≤ s).The results for P(A λ ≤ s) differ from most classical results related to the central limit theorem in that the leading term Φ(β), with β = (s − λ)/ √ λ, is replaced by Φ(α), where α is a simple function of s that converges to β as s → ∞. Changing β into α turns out to increase precision for small and moderately large values of s.The results for P(A λ ≤ s) lead to similar results related to the Erlang B formula. The asymptotic expansion for Erlang's B is shown to give rise to accurate approximations; the obtained bounds seem to be the sharpest in the literature thus far.