A Smarandache multi-space is a union of n various spaces equipped with different structures for an integer n ¡Ý 2, which can be both used for discrete or connected spaces, particularly for geometries and space-times in theoretical physics. This monograph concentrates on characterizing various multi-spaces and includes three parts. The first part is on algebraic multi-spaces, with structures such as those of multi-groups, multi-rings, 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 the Smarandache geometries. The third part of this book considers applications of multi-spaces to theoretical physics, including relativity theory, M-theory, and 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 relatively independent for reading and in each part open problems are included for further research of interested readers.