The review is devoted to nonassociative algebras, rings and modules over them. The main actual and recent trends in this area are described. Works are reviewed on radicals in nonassociative rings, nonassociative algebras related with skew polynomials, commutative nonassociative algebras and their modules, nonassociative cyclic algebras, rings obtained as nonassociative cyclic extensions, nonassociative Ore extensions of hom-associative algebras and modules over them, and von Neumann finiteness for nonassociative algebras. Furthermore, there are outlined nonassociative algebras and rings and modules over them related to harmonic analysis on nonlocally compact groups, nonassociative algebras with conjugation, representations and closures of nonassociative algebras, and nonassociative algebras and modules over them with metagroup relations. Moreover, classes of Akivis, Sabinin, Malcev, Bol, generalized Cayley–Dickson, and Zinbiel-type algebras are provided. Sources also are reviewed on near to associative nonassociative algebras and modules over them. Then, there are the considered applications of nonassociative algebras and modules over them in cryptography and coding, and applications of modules over nonassociative algebras in geometry and physics. Their interactions are discussed with more classical nonassociative algebras, such as of the Lie, Jordan, Hurwitz and alternative types.