Whether you're doing a little or going ALL OUT, there will be clean up involved.
Wigs and Fur. These can be washed with shampoo. Gently shake the wig after you're done and lay it flat to dry. Fur suits can be washed in the tub and also need to lay flat to dry.
Greasepaint and Regular Makeup. Rubbing alcohol gets makeup stains out of skin, clothing, and hard surfaces, like the bathroom countertop. Makeup remover obviously helps take off makeup from your skin, but can also help remove it from clothes, strollers, car seats, etc. Cooking oil will even help with stubborn makeup on skin and countertops.
Spray-in Hair Color. Just shampoo it out of your hair. But rubbing alcohol will help you get rid of the color on other things like upholstery fabric.
Fake Blood. Just wash it off. If that isn't enough, use rubbing alcohol. To get it off hard surfaces, use products that contain bleach like Soft Scrub.
Glitter. If it falls on the floor, use the vacuum. Although it's probably best if you change the attachment to a nozzle-style to keep the glitter off the vacuum brush. You can also use lint rollers, tape, and Silly Putty or Play-Doh.