In this article, we study classes of multidimensional sub-shifts defined by multihead finite automata, in particular the hierarchy of classes of subshifts defined as the number of heads grows. The hierarchy collapses on the third level, where all co-recursively enumerable subshifts are obtained in every dimension. We also compare these classes to SFTs and sofic shifts. We are unable to separate the second and third level of the hierarchy in one and two dimensions, and suggest a related open problem for two-counter machines.