  Magnetic ordering of itinerant fermionic systems is at the forefront of
condensed matter physics dating back to Stoner's instability. Spin-orbit
coupling (SOC) which couples two essential ingredients of an itinerant
fermionic system, namely spin and orbital motion, opens up new horizons to this
long-standing problem. Here we report that the itinerant ferromagnetism is
absent in 3D Fermi gas with a Weyl SOC and various itinerant spin density waves
emerge instead, which is deeply rooted in the unique symmetry and spin-momentum
locking effect in spin-orbit coupled systems. What is more appealing is that,
the strong SOC provides a new and efficient mechanism to realize itinerant spin
density waves at extremely weak repulsion---a significant benefit for present
ultra-cold atom experiment. These novel phenomena can be probed by Bragg
spectroscopy, time of flight imaging and {\sl In-Situ } measurements in
ultra-cold atom experiment.
