The cylindrical bending condition for structural models is very common in the literature because it allows an incisive and simple verification of the proposed plate and shell models. In the present paper, 2D numerical approaches (the Generalized Differential Quadrature (GDQ) and the finite element (FE) methods) are compared with an exact 3D shell solution in the case of free vibrations of functionally graded material (FGM) plates and shells. The first 18 vibration modes carried out through the 3D exact model are compared with the frequencies obtained via the 2D numerical models. All the 18 frequencies obtained via the 3D exact model are computed when the structures have simply supported boundary conditions for all the edges. If the same boundary conditions are used in the 2D numerical models, some modes are missed. Some of these missed modes can be obtained modifying the boundary conditions imposing free edges through the direction perpendicular to the direction of cylindrical bending. However, some modes cannot be calculated via the 2D numerical models even when the boundary conditions are modified because the cylindrical bending requirements cannot be imposed for numerical solutions in the curvilinear edges by definition. These features are investigated in the present paper for different geometries (plates, cylinders, and cylindrical shells), types of FGM law, lamination sequences, and thickness ratios.