Cylindrical shells under a moving internal pressure has wide applications such as oil, gas, and water transmission and distribution pipelines, gun tubes, pressured aircraft fuselages, rocket casings, space station modules, and pulse detonation engines. As a moving load produces larger deformations and higher stresses than does an equivalent static load, the study of this kind of problems has significant importance in design and optimization of such structures. The problem of a cylindrical shell subjected detonation loading has been studied by many researchers, but there are still some problems that need to be further investigated, especially in the application aspect. In this work, analytical solutions for cylindrical shells under detonation loading are developed. The analytical solutions include static state and transient state. For transient state, three analytical models are presented. Numerical results show these analytical solutions are reliable and stable.