The recently discovered oxypnictide superconductor SmFeAs(O,F) is the most attractive material among the Fe-based superconductors due to its highest transition temperature of 56 K and potential for high-field performance. In order to exploit this new material for superconducting applications, the knowledge and understanding of its electro-magnetic properties are needed. Recent success in fabricating epitaxial SmFeAs(O,F) thin films opens a great opportunity to explore their transport properties. Here we report on a high critical current density of over 10(5) A/cm(2) at 45 T and 4.2 K for both main field orientations, feature favourable for high-field magnet applications. Additionally, by investigating the pinning properties, we observed a dimensional crossover between the superconducting coherence length and the FeAs interlayer distance at 30-40 K, indicative of a possible intrinsic Josephson junction in SmFeAs(O,F) at low temperatures that can be employed in electronics applications such as a terahertz radiation source and a superconducting Qubit.