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1. Large data sets containing precise movement data from free-roaming animals are now becoming commonplace. One means of analysing individual movement data is through discrete, random walk–based models.2. Random walk models are easily modified to incorporate common features of animal movement, and the ways that these modifications affect the scaling of net displacement are well studied. Recently, ecologists have begun to explore more complex statistical models with multiple latent states, each of which are characterized by a distribution of step lengths and have their own unimodal distribution of turning angles centred on one type of turn (e.g. reversals).3. Here, we introduce the compound wrapped Cauchy distribution, which allows for multimodal distributions of turning angles within a single state. When used as a single state model, the parameters provide a straightforward summary of the relative contributions of different turn types. The compound wrapped Cauchy distribution can also be used to build multiple state models.4. We hypothesize that a multiple state model with unimodal distributions of turning angles will best describe movement at finer resolutions, while a multiple state model using our multimodal distribution will better describe movement at intermediate temporal resolutions. At coarser temporal resolutions, a single state model using our multimodal distribution should be sufficient. We parameterize and compare the performance of these models at four different temporal resolutions (1, 4, 12 and 24 h) using data from eight individuals of Loxodonta cyclotis and find support for our hypotheses.5. We assess the efficacy of the different models in extrapolating to coarser temporal resolution by comparing properties of data simulated from the different models to the properties of the observed data. At coarser resolutions, simulated data sets recreate many aspects of the observed data; however, only one of the models accurately predicts step length, and all models underestimate the frequency of reversals.6. The single state model we introduce may be adequate to describe movement data at many resolutions and can be interpreted easily. Multiscalar analyses of movement such as the ones presented here are a useful means of identifying inconsistencies in our understanding of movement.