Movement is a primary mechanism coupling animals to their environment, yet there exists little empirical analysis to test our theoretical knowledge of this basic process. We used correlated random walk (CRW) models and satellite telemetry to investigate long-distance movements of caribou, the most vagile, non-volant terrestrial vertebrate in the world. Individual paths of migratory and sedentary female caribou were quantified using measures of mean move length and angle, and net squared displacements at each successive move were compared to predictions from the models. Movements were modelled at two temporal scales. For paths recorded through one annual cycle, the CRW model overpredicted net displacement of caribou through time. For paths recorded over shorter intervals delineated by seasonal behavioural changes of caribou, there was excellent correspondence between model predictions and observations for most periods for both migratory and sedentary caribou. On the smallest temporal scale, a CRW model significantly overpredicted displacements of migratory caribou during 3 months following calving; this was also the case for sedentary caribou in late summer, and in late winter. In all cases of overprediction there was significant positive autocorrelation in turn direction, indicating that movements were more tortuous than expected. In one case of underprediction, significant negative autocorrelation of sequential turn direction was evident, indicating that migratory caribou moved in straightened paths during spring migration to calving grounds. Results are discussed in light of known migration patterns and possible limiting factors for caribou, and indicate the applicability of CRW models to animal movement at vast spatial and temporal scales, thus assisting in future development of more sophisticated models of population spread and redistribution for vertebrates.