In animal ecology, a question of key interest for aquatic species is how changes in movement behavior are related in the horizontal and vertical dimensions when individuals forage. Alternative theoretical models and inconsistent empirical findings mean that this question remains unresolved. Here we tested expectations by incorporating the vertical dimension (dive information) when predicting switching between movement states ("resident" or "directed") within a state-space model. We integrated telemetry-based tracking and diving data available for four seal species (southern elephant, Weddell, antarctic fur, and crabeater) in East Antarctica. Where possible, we included dive variables derived from the relationships between (1) dive duration and depth (as a measure of effort), and (2) dive duration and the postdive surface interval (as a physiological measure of cost). Our results varied within and across species, but there was a general tendency for the probability of switching into "resident" state to be positively associated with shorter dive durations (for a given depth) and longer postdive surface intervals (for a given dive duration). Our results add to a growing body of literature suggesting that simplistic interpretations of optimal foraging theory based only on horizontal movements do not directly translate into the vertical dimension in dynamic marine environments. Analyses that incorporate at least two dimensions can test more sophisticated models of foraging behavior.