Do Some Prep Work
Your eyelids are one of the oiliest parts of your body, which makes it a bit difficult for your eyeshadow to stick. Remove the oil by washing your face with a mild cleanser. When you add moisturizer, skip your eyelids. Wait about five minutes before you apply your makeup to give your skin a chance to dry. With clean lids, you'll likely have a fighting chance of looking made-up throughout the day.
Primer Powder
Swipe some shadow primer on your lids before you put your makeup on. This clever little product creates a nice base for the shadow to cling to. It can also help to ward off excess oil. The primer makes your shadow look nice and smooth, and can prevent dreaded creases.
Fine with Foundation
If you don't happen to have primer hanging, or it runs out when you need it, put some foundation or concealer on your lids. These versatile products create a good base for the shadow. Just make sure the foundation or concealer is the same color as your skin to prevent it from changing the way the shadow looks.
Pretty with Powder
Give your shadow some protection and glow by applying a light dusting of translucent powder over top. Not only does it help the shadow set, it can help ward off the oil that can cause it to shed or crease. Just make sure you apply it before you do your mascara, or you'll end up with dry, spidery lashes.