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In their winter quarters, migrant birds may either remain within a small area (resident strategy) or move frequently over a large area looking for locally abundant food (transient strategy). It has been suggested that both strategies could simultaneously occur in the same population. We used time-since-marking capture–recapture models to infer the coexistence of these two behavioural strategies (transient and resident) among wintering Blackcaps Sylvia atricapilla using weekly recapture data over a 7-year period. A related question is whether Blackcaps, if surviving to the next winter, always return to the same wintering area, so we also used this approach to analyse winter site fidelity and to estimate annual survival probabilities. Model selection supported the existence of heterogeneity in survival estimates for both the within-season and the interannual survival probabilities, i.e. there was evidence for the existence of transients. It was estimated that 26% of the Blackcaps were resident during the winter. Mean apparent annual survival probability was 0.46 (se = ±0.11). However, there was some evidence suggesting that not all individuals showed winter site fidelity. The estimated proportion of individuals that, if alive, returned to the wintering area was 28%. This is the first study to show the existence of these two behavioural strategies (residence and transience) among wintering Blackcaps, and the first confirming this pattern using capture–recapture models. These models considering transient and resident dynamics may become an important tool with which to analyse wintering strategies.