Even though you may have a reference to 'http://server/subsite/sub-subsite/_vti_bin/lists.asmx' (in which GetListItems(....) etc. methods work within
the current context) - the results will reflect what is in the root site of the immediate sitecollection.
Easy way to test - create a list in one of your subsites, add a reference to the webservice (lists.asmx) via the correct Url,
and make a call to GetListCollection.