The windows don't close and are still available to you, correct?
How do you make the "jump"? What windows are "jumping"? Perhaps the latter question is the same as asking what the applications are.
If you are using the Dock to "jump" the behavior you describe is exactly the way Spaces behaves, but only if the windows are in spaces that are above or below the current view. If the spaces are adjacent to the right or left, the "slide" will be horizontal.
What do you see in the Spaces section in System Preferences? Is Spaces enabled? How many spaces? ...any assigned applications? ...how many, and where?