The spatial distributions of magnetization (i.e., domain structures due to magnetic interaction) in metals under conditions of strong de Haas--van Alphen (dHvA ) oscillations at any magnetic field within the period of magnetic oscillations (PMO) are investigated. At fields away from the center of the PMO the distribution of magnetization is markedly different from the well-known strictly symmetrical domains, which exist only at the center of the PMO. For temperatures near the diamagnetic phase transition distributions of magnetization without sharp domain walls are found. Similar results are predicted for domain structures in uniaxial ferroelectrics or ferromagnetics. The discovered structures are strongly asymmetrical with narrow spikelike domains separating wide domains of opposite magnetization. Spikelike domains of more complex structures, which may be important in kinetic processes, are obtained at sufficiently low temperatures. In contrast to the existing theory, which yields a temperature-independent magnetic susceptibility below the phase transition, we find a minimum in the spatially averaged differential susceptibility just below the phase transition, which reflects strong interactions between diamagnetic domain walls. The form and magnitude of the calculated dHvA oscillations is in good agreement with the experimentally observed magnetic oscillations in gold, which exhibit significant deviations from the Lifshitz-Kosevich theory.