A description of Josephson vortices ͑JV's͒ crossed by the pancake vortices ͑PV's͒ is proposed on the basis of the anisotropic London equations. The field distribution of a JV and its energy have been calculated for both dense (aϽ J ) and dilute (aϾ J ) PV lattices with distance a between PV's and the nonlinear JV core size J . It is shown that the ''shifted'' PV lattice ͑PV's displaced mainly along JV's in the crossing-vortex lattice structure͒, formed in high out-of-plane magnetic fields B z Ͼ⌽ 0 /␥ 2 s 2 ͓A. E. Koshelev, Phys. Rev. Lett. 83, 187 ͑1999͔͒, transforms into the PV lattice ''trapped'' by the JV sublattice at a certain field, lower than ⌽ 0 /␥ 2 s 2 , where ⌽ 0 is the flux quantum, ␥ is the anisotropy parameter, and s is the distance between CuO 2 planes. With further decreasing B z , the free energy of the crossing-vortex lattice structure ͑PV and JV sublattices coexist separately͒ can exceed the free energy of the tilted lattice ͑common PV-JV vortex structure͒ in the case of ␥sϽ ab with the in-plane penetration depth ab if the low (B x Ͻ␥⌽ 0 / ab 2 ) or high (B x տ⌽ 0 /␥s 2 ) in-plane magnetic field is applied. It means that the crossing-vortex structure is realized in the intermediate-field orientations, while the tilted vortex lattice can exist if the magnetic field is aligned near the c axis and the ab plane as well. In the intermediate in-plane fields ␥⌽ 0 / ab 2 ՇB x Շ⌽ 0 /␥s 2 , the crossing-vortex structure with the ''trapped'' PV sublattice seems to settle in until the lock-in transition occurs since this structure has the lower energy with respect to the tilted vortex structure in the magnetic field H oriented near the ab plane. The recent experimental results concerning the vortex-lattice melting transition and transitions in the vortex-solid phase in Bi 2 Sr 2 CaCu 2 O 8ϩ␦ single crystals are discussed in the context of the presented theoretical model.