try the waterproof version of your mascara. I find those tend to really stay on my lashes. ...or maybe you just need to switch brands? I really like Lash Blast by Cover Girl; and mascara (not sure if there's actually a name) by KissMe. (it's the lash tubeing technology type)
Patting a little blotting powder on my lower lid throughout the day always makes my mascara last longer. If you don't want to do that, you can switch to tubing mascara. I've tried Blinc's Kiss Me and L'oreal tubing masaras and both are really nice.
i have major probelms with this too, the only mascara that seems to work really well on me is maybelline volum' express in waterproof! and recently the clinique eyelash primer/lash doubling mascara works well for me too! i have also tried applying baby powder on your lashes before applying your mascara so that it absorbs the oil that may be present on your lashes before applying! hope that helps! :)