Cylindrical shells are used in several areas of engineering fields. In the last decades has been observed the emergence of new materials and their production techniques, leading to new applications in shell structures. Among these, the sandwich shells and shell with functionally graded materials have led, in many applications, to a better structural performance associated to a reduction of weight. This work aims to study the natural frequencies and the critical loads of sandwich shells with metal faces and metal foam core and functionally graded shells, where the characteristics of the metallic foam vary throughout the thickness leading to a structure similar to that of the sandwich shell. These results are compared with those of homogeneous isotropic shells. For this, the linear theory of Donnell, which is one of the most used for shell analysis, is here used. First, the equations of motion as well as the critical equilibrium equations are derived. Using the analytical solutions for a simply supported shell, the mass, stiffness and geometric stiffness matrices are obtained, allowing the calculation of the natural frequencies and critical loads of the shell under axial compression and lateral pressure. Through a parametric analysis, the results show the influence of the shell geometry, material variation along the shell thickness, shear deformation of the core and the inertia terms on the critical loads and natural frequencies. The results also highlight the influence of the metallic foam core in increasing the load bearing capacity and reducing the weight of the sandwich and functionally graded shells.