Maybe you should try waterproof makeup! Or a setting spray like Evian or Urban Decay Deslick. Those are both good.

I struggle with the same problem... Yes, get yourself some waterproof makeup and SLIM DOWN on how much you use on your face.  In the summertime, you want your skin to be able to "breathe."  I recommend a tinted moisturizer and light powder (on just your t-zone).  Take some of your tinted moisturizer with you in a travel container and re-apply the moisturizer and powder, as needed.  Mineral powder seems to stay in place pretty well, too...  Good luck! 

Also carrry in your makeup bag some pressed facial powder and a retractable brush.  Periodically, powder your face.  Also carry an eyeliner pencil for touch up, and be sure to use a primer when you put on powdered shadows.  Don't use cream shadows or cream blush.  Keep thing dry.  Try to not wear foundation, and use the powder instead, like Bare Escentuals, available at ULTA or Sephora. (They have nice loose powders that act like a liquid foundation.  If you feel you need more coverage, then apply tinted moisturizer with powder over it.  Works like a dream.  And wear waterproof mascara.

Carole VonAllten

Also, are you using oil-free makeup? Using regular makeup will just slick things up and right off your face! Make sure you use an oil-free loose powder, this will keep from smearing the makeup and it will soak up any oil on your face. Use blotting strips to remove excess oil during the day. And like the others mentioned, mineral powder foundations work well because they are easy to reapply and they stay on. Bare Minerals is a good dupe of Bare Escentuals. You can find it at any Walmart, Target, or drugstore. Hope this helped!
-K 

I have combination skin and in the summer I cannot wear liquid makeup. I put it on in the air conditioning and look great but as soon as I step outdoors I can literally feel everything sliding off my face. Ick! A very good friend recommended that I try a mineral powder foundation. OMG, what a difference. This stuff stays put and looks good after several hours. I've tried a couple of drug store brands (L'Oreal, Revlon, Neutrogena) and all stay put. I have to use blotting paper to soak up a little bit of oiliness in the afternoon but otherwise I'm thrilled that I made the switch!