The development of grain structures after asymmetric rolling (ASR) and annealing was investigated in Al-Mg alloys AA5754, AA5182 and AA5083. It has been demonstrated that a fine grain structure could be produced through continuous recrystallization, but it is strongly affected by the presence of large second phase particles. In AA5754 the volume fraction of large particles is relatively low and continuous recrystallization is able to occur throughout the sheet thickness, resulting in a fine grain structure of 2μm mean grain size. In AA5182 the fraction of large particles increases to a level that the continuous recrystallization occurs only in the sheet surface, whereas the sheet centre undergoes discontinuous recrystallization. The discontinuous recrystallization due to particle stimulated nucleation (PSN) is dominant in AA5083 so that no continuous recrystallization has been observed. The fully recrystallized grain structure is slightly finer in the ASR processed AA5083 than the conventionally rolled one.