Here's something to get you started, which uses the fillbetween library mentioned in the comments:

% arara: pdflatex
% !arara: indent: {overwrite: yes, localSettings: yes}
\documentclass{standalone}
% graphs
\usepackage{pgfplots}
\usepgfplotslibrary{fillbetween}
% arrow style
\tikzset{>=stealth}
\begin{document}
% $x = y^2-4y$, $x = 2y-y^2$
\begin{tikzpicture}
\begin{axis}[
axis x line=middle,
axis y line=middle,
xlabel={$x$},
ylabel={$y$},
axis line style={<->},
xmin=-5,xmax=5,
ymin=-4,ymax=8,
xtick={-4,-2,...,2,4},
ytick={-2,2,4,6},
minor xtick={-3,-1,...,3},
minor ytick={-3,-1,...,7},
grid=both,
samples=100,
]
\addplot[name path=A,domain=0:3]({x^2-4*x},{x});
\addplot[name path=B,domain=0:3,ultra thick] ({2*x-x^2},{x});
\addplot[fill=blue!50] fill between[of=A and B];
\addplot[domain=-1:5,samples=50]({x^2-4*x},{x}) node[pos=.85,anchor=south] {$x=f(y)$};
\addplot[domain=-1.4:3.4,samples=50,ultra thick] ({2*x-x^2},{x}) node[pos=.1,anchor=north] {$x=g(y)$};
\end{axis}
\end{tikzpicture}
\end{document}
You'll see that I had to plot each curve twice - once for the shaded area, and once for the parts of the curves that go beyond the shaded area. You can certainly try plotting each curve just once, but the fill between part struggles (perhaps a guru has an improvement).
Here's another version that doesn't use the fillbetween library - very much the same idea, but perhaps not quite as nice with the result.

% arara: pdflatex
% !arara: indent: {overwrite: yes, localSettings: yes}
\documentclass{standalone}
% graphs
\usepackage{pgfplots}
% arrow style
\tikzset{>=stealth}
\begin{document}
% $x = y^2-4y$, $x = 2y-y^2$
\begin{tikzpicture}
\begin{axis}[
axis x line=middle,
axis y line=middle,
xlabel={$x$},
ylabel={$y$},
axis line style={<->},
xmin=-5,xmax=5,
ymin=-4,ymax=8,
xtick={-4,-2,...,2,4},
ytick={-2,2,4,6},
minor xtick={-3,-1,...,3},
minor ytick={-3,-1,...,7},
grid=both,
samples=100,
axis on top,
]
\addplot[domain=-1:5,samples=50]({x^2-4*x},{x});
\addplot[domain=-1.4:3.4,samples=50,ultra thick] ({2*x-x^2},{x});
\addplot[-,fill=red!50,domain=0:3,samples=50]({x^2-4*x},{x});
\addplot[-,fill=red!50,domain=0:3,samples=50,thick]({2*x-x^2},{x});
\end{axis}
\end{tikzpicture}
\end{document}
pgfplotshasfillbetweenfacility! – Jul 17 '14 at 09:44feellbetweenlibrary section ofpgfplotsdocumentation. – Ignasi Jul 17 '14 at 10:22