Some companies make dupes - that is, copies of shades by mainstream brands. If you don't want to shell out high-end prices, or you missed out on a unique limited edition product, you may be able to find it here.
EYESHADOWS
MAC
Blanc Type = Bone from Silk Naturals (swatch here).
Shroom = Boom from Silk Naturals.
Slate = Brimstone from Silk Naturals.
Juxt = Charmed from Silk Naturals.
Sweet Sienna = Dolce from Silk Naturals.
Seedy Pearl = Hint from Silk Naturals.
Idol Eyes = Idolize from Silk Naturals.
Mythlogy = Legend from Silk Naturals.
Moth Brown = Lurid from Silk Naturals.
Satin Taupe = Mink from Silk Naturals.
Naked Lunch = Nekkid from Silk Naturals.
Vex = Nymph from Silk Naturals.
Parrot = Poly from Silk Naturals.
Kitschmas = Retro from Silk Naturals.
Nylon = Sprite from Silk Naturals.
Silly Goose = Slimy from Detrivore Cosmetics (swatch here).
Partylicious = Darling from Sugarpill (swatch here).
Bare Escentuals
Cocoa = Tempted from Sassy Minerals.
Mint = Breaking the Rules from Sassy Minerals.
Leaf = Camo from Sassy Minerals.
Drama = Etcetera from Sassy Minerals.
Soul = Immortal from Sassy Minerals.
Tiger Lily = Intimate from Sassy Minerals.
Butterfly = Liason from Sassy Minerals.
City Lights = Logical Choice from Sassy Minerals.
Mermaid = Obsessed from Sassy Minerals.
Pebble = Perfectionist from Sassy Minerals.
Hay = Pucker Up from Sassy Minerals.
Bare Skin = Sarcastic Retort from Sassy Minerals.
Nude Beach = Sugar Daddy from Sassy Minerals.
Rocker Eye Palette = Modern Smoky Eye Kit from Silk Naturals (in the 'Kits' section, not the 'Dupes' one).
Urban Decay
Black Palette: Black Dog = Snow White, Baracuda = Kuroneko, Jet = Freya, Sabbath = Biker Chick, Cobra = Bastet, Libertine = The Randy Ferret, all dupes from Fyrinnae (find the comparison here).
Naked Palette = UD Naked Palette Clone Set from Silk Naturals (found in the 'Kits' section, rather than 'Dupes').
Asphyxia = Breathe from Silk Naturals (swatch here), Suffocation from Evil Shades (swatch here).
Bobbi Brown
Stonewashed Nudes Palette = Stonewashed Nudes Palette Clone from Silk Naturals (found in the 'Kits' section, not 'Dupes'). NARS
Habenera = Martian from Silk Naturals (swatch here).
BLUSHES
NARS
Orgasm = Climax from Silk Naturals, Tart from Sassy Minerals, Hookin' Up from High Voltage Cosmetics, Captivate from Fyrinnae, Orgasmic from Sobe Botanicals, Nerdgasm from Geek Chic Cosmetics.
Sin = Carnal from Silk Naturals.
Outlaw = Forbidden from Silk Naturals.
Deepthroat = Lovelace from Silk Naturals.
MAC
Dollymix = Babydoll by Silk Naturals.
Pleasantry = Charming by Silk Naturals.
Love Rock = Cosmic by Silk Naturals.
Emote = Drama by Silk Naturals.
Hot Planet = Galaxy by Silk Naturals.
Grand Duo = Gemini from Silk Naturals.
Dame = Lady from Silk Naturals.
Blushbaby = Maybe Baby from Silk Naturals.
Breath of Plum = Pretty Plum from Silk Naturals.
Moon River = Stardust from Silk Naturals.
Bare Escentuals
Heaven = Carefree from Sassy Minerals.
Glee = Desirable from Sassy Minerals.
Heated = Warmth from Sassy Minerals.
Golden Gate = Impassioned from Sassy Minerals.
Clear Radiance = Old Friends from Sassy Minerals.
Thistle = You're Just Jealous from Sassy Minerals.
Pure Radiance = Pristine from Silk Naturals.
Benefit
Dandelion = Petal from Silk Naturals.
Bobbi Brown
Mauve = Embrace from Silk Naturals.
Raspberry = Tart from Silk Naturals (swatch here).