Friction stir processing (FSP) has attracted much attention in the last decade and contributed significantly to the creation of functionally graded materials with both gradient structure and gradient mechanical properties. Subsurface gradient structures are formed in FSPed metallic materials due to ultrafine grained structure formation, surface modification and hardening with various reinforcing particles, fabrication of hybrid and in situ surfaces. This paper is a review of the latest achievements in FSP of non-ferrous metal alloys (aluminum, copper, titanium, and magnesium alloys). It describes the general formation mechanisms of subsurface gradient structures in metal alloys processed by FSP under various conditions. A summary of experimental data is given for the microstructure, mechanical, and tribological properties of non-ferrous metal alloys.