It is forbidden to apply cosmetics on Shabbat. All cosmetics fall into the forbidden categories of dyeing and/or smoothing. The only thing that is permitted is applying colorless powder.

Caveat: There are some specially-produced powder-only makeups that are approved for Shabbat use by some halachic authorities. Since they are completely dry and do not attach to the skin, they do not fall into the forbidden category of dyeing. And when they are applied correctly — with a completely dry brush, to completely dry skin — they do not fall into the category of smoothing. It is also necessary to avoid mixing two color powders, even merely by using the same brush for both or by applying them to the same part of the skin. In order to be considered permissible on Shabbat, the makeup must be used exactly according to directions.

However, as this is subject to intense debate, it is something that each person must discuss with his/her rabbi.