1. Movement is the primary means by which animals obtain resources and avoid hazards. Most movement exhibits directional bias that is related to environmental features (taxis), such as the location of food patches, predators, ocean currents, or wind. Numerous behaviours with directional bias can be characterized by maintaining orientation at an angle relative to the environmental stimuli (menotaxis), including navigation relative to sunlight or magnetic fields and energy-conserving flight across wind. However, no statistical methods exist to flexibly classify and characterise such directional bias. 2. We propose a biased correlated random walk model that can identify menotactic behaviours by predicting turning angle as a trade-off between directional persistence and directional bias relative to environmental stimuli without making a priori assumptions about the angle of bias. We apply the model within the framework of a multi-state hidden Markov model (HMM) and describe methods to remedy information loss associated with coarse environmental data to improve the classification and parameterization of directional bias. 3. Using simulation studies, we illustrate how our method more accurately classifies behavioural states compared to conventional correlated random walk HMMs that do not incorporate directional bias. We illustrate the application of these methods by identifying cross wind olfactory foraging and drifting behaviour mediated by wind-driven sea ice drift in polar bears (Ursus maritimus) from movement data collected by satellite telemetry. 4. The extensions we propose can be readily applied to movement data to identify and characterize behaviours with directional bias toward any angle, and open up new avenues to investigate more mechanistic relationships between animal movement and the environment.