The best mascaras IMHO are the 'tubing' kind that coat the lashes in individual plasticky kind of tubes - they cannot run! It may sound odd but they look great. I use Kanebo 38 Degree but I'm told Blinc is also good stuff. They are unaffected by oil and can only be removed with warm water. Try them - especially good for weddings when a few tears may fall.

The obvious answer is to wear a run-resistant mascara (there are masses on the market), but the surefire way is to have your lashes dyed at your local beauty salon.