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An R data file containing a hierarchical switching state-space model of pygmy blue whale Argos-collected telemetry data using the bsam package (see Jonsen (2016). Joint estimation over multiple individuals improves behavioural state inference from animal movement data. Scientific Reports 6: 20625.) in R. The model estimated location states for each individual at regular 3-h time intervals, accounting for measurement error in the irregularly observed Argos surface locations; and estimated the behavioural state associated with each location. Satellite tags were deployed on pygmy blue whales located in the Bonney Upwelling region, SA, between 7 January and 16 March 2015. File can be opened in R (A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. URL https://www.R-project.org/ ) using the code: readRDS('bw_3h_ssm.RDS')