Agency, or the capacity to take intentional actions, is considered one of the primary affordances of virtual reality (VR) for learning. VR is expected to increase learners' agency because it allows for full-body interactivity from a first-person perspective, giving them novel ways of interacting with the digital environment. Yet, agency in immersive learning has not been well-studied relative to other affordances like presence, and more evidence is needed to understand how varied media and designs heighten or diminish agency. This mixed-method study addressed this need by developing and validating measures of sense of agency with 30 high school students who used VR field trips in their engineering class over four lessons. By comparing immersive videos to video game-like interactive graphical environments, the study illustrates some of the complexities of agency in VR. The findings indicate agency is not a unidimensional construct nor is it equivalent to full-body interactivity in VR as learners felt some types of agency when using immersive videos. Furthermore, learners' identities moderated associations between the type of VR media and their sense of agency, and agency did not change over time as the novelty of VR waned. These results suggest VR designers should consider varied ways of interacting in VR that are beneficial for learning. They also support the use of immersive videos when the educator's goal is to increase agency over learning or focus, and provide measures and direction for future research to assess the relationship between varied types of agency, features of VR experiences and learning outcomes.