A Smarandache multi-space is a union of n different spaces equipped with some different structures for an integer n ≥ 2, which can be both used for discrete or connected spaces, particularly for geometries and spacetimes in theoretical physics. This monograph concentrates on characterizing various multi-spaces including three parts altogether. The first part is on algebraic multi-spaces with structures, such as those of multi-groups, multirings, multi-vector spaces, multi-metric spaces, multi-operation systems and multi-manifolds, also multi-voltage graphs, multi-embedding of a graph in an n-manifold,· · ·, etc.. The second discusses Smarandache geometries, including those of map geometries, planar map geometries and pseudo-plane geometries, in which the Finsler geometry, particularly the Riemann geometry appears as a special case of these Smarandache geometries. The third part of this book considers the applications of multi-spaces to theoretical physics, including the relativity theory, the M-theory and the cosmology. Multi-space models for p-branes and cosmos are constructed and some questions in cosmology are clarified by multi-spaces. The first two parts are relative independence for reading and in each part open problems are included for further research of interested readers.