We introduce shift algebras as certain crossed product algebras based on general function spaces and study properties, as well as the classification, of a particular class of modules depending on a set of matrix parameters. It turns out that the structure of these modules depends in a crucial way on the properties of the function spaces. Moreover, for a class of subalgebras related to compact manifolds, we provide a construction procedure for the corresponding fuzzy spaces, i.e. sequences of finite dimensional modules of increasing dimension as the deformation parameter tends to zero, as well as infinite dimensional modules related to fuzzy non -compact spaces.