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In page Landau quantization:

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Moreover, the above derivation assumed an electron confined in the z-direction, which is a relevant experimental situation — found in two-dimensional electron gases, for instance. Still, this assumption is not essential for the results. If electrons are free to move along the z direction, the wave function acquires an additional multiplicative term exp(ikzz); the energy corresponding to this free motion, (ħ kz)2/(2m), is added to the E discussed. This term then fills in the separation in energy of the different Landau levels, blurring the effect of the quantization. Nevertheless, the motion in the x-y-plane, perpendicular to the magnetic field, is still quantized.