As noted, Sephora is often cheaper in the US, but colours vary. I cannot for instance find my colour of lipstick at Sephora in China.

The German (now in more than 20 countries although they did close their rather pathetic US stores, and the largest beauty chain in Europe) Douglas is similar to Sephora and has some great house brand products and accessories. I love their €7,95 bags and have numerous ones. http://www.douglas.de/douglas/Access...000043247.html

Nivea - the real Nivea, not the made in Mexico product sold in the US in a limited line.

Boots products in the UK - often for £1, again not the very limited line sold in the US at Target but the vast expanse of products. (I realise that OP didn't mention going to the UK, but I cannot say often enough how much I enjoy Boots in various countries)

Sometimes manufacturers sell different products or product lines in different countries. Alberto hair care is an example; I like the UK product and stock up when I am there for instance.

Although some posters here disagree, I find wandering the aisles of grocery stores and 'drugstores' in different countries interesting. Even a walk through Monoprix can be enjoyable for instance.