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We demonstrate quantum walks of correlated photons in a two-dimensional network of directly laser written waveguides coupled in a "swiss cross" arrangement. The correlated detection events show high-visibility quantum interference and unique composite behavior: strong correlation and independence of the quantum walkers, between and within the planes of the cross. Violations of a classically defined inequality, for photons injected in the same plane and in orthogonal planes, reveal nonclassical behavior in a nonplanar structure.