We study the steady-state dynamics of sedimenting non-Brownian particles in confined geometries with full hydrodynamic interactions at small but finite Reynolds numbers. We employ extensive computer simulations using a method where a continuum liquid phase is coupled through Stokesian friction to a discrete particle phase. In particular, we consider a sedimentation box which is otherwise periodic except that it is confined by two parallel walls parallel to gravity with a spacing L x . By systematically varying L x we explore the change in dynamics from a quasi-two-dimensional (2D) case to a three-dimensional case. We find that in such confined geometries there is a depletion of particle number density at the walls for small volume fractions, while for large volume fractions there is an excess number of particles at the walls. For the average sedimentation velocity, we find that the Richardson-Zaki law is well obeyed but the decrease of the velocity for dilute systems is slower for smaller values of L x . We study the anisotropy of the velocity fluctuations and find that in the direction of gravity there is excellent agreement with the predicted scaling with respect to L x . We also find that the behavior of the corresponding diffusion coefficients as a function of L x is qualitatively different in the direction parallel to gravity and perpendicular to it. In the quasi-2D limit where particles block each other, the velocity fluctuations behave differently from the other confined systems.