The whale shark (Rhincodon typus) is a wide-ranging, filter-feeding species typically observed at or near the surface. This shark's sub-surface habits and behaviors have only begun to be revealed in recent years through the use of archival and satellite tagging technology. We attached pop-up satellite archival transmitting tags to 35 whale sharks in the southeastern Gulf of Mexico off the Yucatan Peninsula from 2003-2012 and three tags to whale sharks in the northeastern Gulf off Florida in 2010, to examine these sharks' long-term movement patterns and gain insight into the underlying factors influencing their vertical habitat selection. Archived data were received from 31 tags deployed on sharks of both sexes with total lengths of 5.5-9 m. Nine of these tags were physically recovered facilitating a detailed long-term view into the sharks' vertical movements. Whale sharks feeding inshore on fish eggs off the northeast Yucatan Peninsula demonstrated reverse diel vertical migration, with extended periods of surface swimming beginning at sunrise followed by an abrupt change in the mid-afternoon to regular vertical oscillations, a pattern that continued overnight. When in oceanic waters, sharks spent about 95% of their time within epipelagic depths (<200 m) but regularly undertook very deep ("extreme") dives (>500 m) that largely occurred during daytime or twilight hours (max. depth recorded 1,928 m), had V-shaped depth-time profiles, and comprised more rapid descents (0.68 m sec-1) than ascents (0.50 m sec-1). Nearly half of these extreme dives had descent profiles with brief but conspicuous changes in vertical direction at a mean depth of 475 m. We hypothesize these stutter steps represent foraging events within the deep scattering layer, however, the extreme dives may have additional functions. Overall, our results demonstrate complex and dynamic patterns of habitat utilization for R. typus that appear to be in response to changing biotic and abiotic conditions influencing the distribution and abundance of their prey.