We present, in this paper an Arabic multi-dialect study including dialects from both the Maghreb and the Middle-east that we compare to the Modern Standard Arabic (MSA). Three dialects from Maghreb are concerned by this study: two from Algeria and one from Tunisia and two dialects from Middle-east (Syria and Palestine). The resources which have been built from scratch have lead to a collection of a multi-dialect parallel resource. Furthermore, this collection has been aligned by hand with a MSA corpus. We conducted several analytical studies in order to understand the relationship between these vernacular languages. For this, we studied the closeness between all the pairs of dialects and MSA in terms of Hellinger distance. We also performed an experiment of dialect identification. This experiment showed that neighbouring dialects as expected tend to be confused, making difficult their identification. Because the Arabic dialects are different from one region to another which make the communication between people difficult, we conducted cross-lingual machine translation between all the pairs of dialects and also with MSA. Several interesting conclusions have been carried out from this experiment.