After reading this question I started to wonder: is it possible to have a shuffling algorithm which does not modify or copy the original list?
To make it clear:
You can create a pseudorandom, 'secure' permutation using a block cipher - see here. They key insight is that, given a block cipher of n bits length, you can use 'folding' to shorten it to m < n bits, then the trick antti.huima already mentioned to generate a smaller permutation from it without spending huge amounts of time discarding out-of-range values.