Orbital angular momentum entangled photons emitted by a down-conversion source are shown to be in higher dimensional entangled states. This is experimentally confirmed by demonstrating a violation of Clauser-Horne-Shimony-Holt-type Bell inequalities. The experiment is performed in two steps. First, the two-photon two-dimensional entanglement is demonstrated for orbital angular momentum states by violating the usual CHSH Bell inequality. In a second step the setup is extended in order to show that the entanglement also holds in three dimensions. By using a generalized type of the CHSH Bell inequality, a violation of more than 18 standard deviations is achieved. Higher dimensional entangled states thus allow the realization of new types of quantum communication protocols. They also provide a more secure quantum cryptography scheme.