Here's a solution with thmtools
\documentclass{article}
\usepackage{amsthm,amssymb,thmtools}
\declaretheoremstyle[
spaceabove=6pt plus 6pt,
spacebelow=6pt plus 6pt,
headfont=\itshape,
bodyfont=\normalfont,
postheadspace={ },
qed=\protect\thisproofqed,
]{proof}
\declaretheorem[
name=\protect\thisproofname,
style=proof,
numbered=no,
]{gproof}
\newcommand\thisproofname{}
\newcommand\thisproofqed{}
\renewenvironment{proof}[1][\proofname]
{\renewcommand\thisproofname{#1}%
\renewcommand\thisproofqed{$\blacksquare$}%
\gproof}
{\endgproof}
\newenvironment{proof*}[1][\proofname]
{\renewcommand\thisproofname{#1}%
\renewcommand\thisproofqed{\openbox}%
\gproof}
{\endgproof}
\begin{document}
A starred proof follows.
\begin{proof*}
Something.
\end{proof*}
An unstarred proof follows.
\begin{proof}
Something.
\end{proof}
A starred proof follows.
\begin{proof*}
Something.
\end{proof*}
Let's see if we can nest them.
\begin{proof*}
Something depending on a lemma.
\begin{proof}[Proof of the lemma]
Wow!
\end{proof}
The end.
\end{proof*}
\end{document}
The advantage is of not using ntheorem and so being able to use \qedhere as provided by amsthm.

\let\proof*\proofis wrong, it will let\proofbe*and then use\proofwhich is equal to*. In case you want to copy something like that (for some reason), withetoolboxyou can\cslet{proof*}\proof. – Manuel Jul 18 '14 at 10:41thmtools, there's a good example that I found in the http://tex.stackexchange.com/a/35093/44160 (Show off yourLaTeXskills), which usesgridenvfor QED-symbols but other theorems without it. – 1010011010 Jul 18 '14 at 10:43\usepackage{etoolbox} \cslet{proof*}\proof \renewenvironment{proof*}{{\qedsymbol}}{$\blacksquare$}but now proof* doesn't provide a linebreak behind the \blacksquare. so it doesn't act like proof :( – Frank Jul 18 '14 at 10:53
\parafter the last dollar sign? :D – 1010011010 Jul 18 '14 at 11:00\qedsymbolseveral times through your document, e.g.:\let\bs{\renewcommand\qedsymbol{$\blacksquare$}}\relax\let\ns{\renewcommand\qedsymbol{\rule[1pt]{5pt}{5pt}}\relaxor something, I'm not sure what the sign is for the regular QED symbol. – 1010011010 Jul 18 '14 at 11:06\letyour way out of definingproof*, it is much better to just define theproof*env. – daleif Jul 18 '14 at 11:14\let\bs{…wil let\bsto be exactly{.\letcommand only picks the first two tokens, no a group{…}– Manuel Jul 18 '14 at 11:15\newcommandwill do the trick then. – 1010011010 Jul 18 '14 at 11:36