A complete classification of space-time models is presented, which admit the privileged coordinate systems, where the Hamilton–Jacobi equation for a test particle is integrated by the method of complete separation of variables with separation of the isotropic (wave) variable, on which the metric depends (wave-like Shapovalov spaces). For all types of Shapovalov spaces, exact solutions of the Einstein equations with a cosmological constant in vacuum are found. Complete integrals are presented for the eikonal equation and the Hamilton–Jacobi equation of motion of test particles.