In the middle of the 1800s, Queen Victoria of England declared make-up to be vulgar, and so it started to fall to the wayside in most Western Countries towards the end of the century, although prostitutes and actresses continued to wear make-up. This meant that a lot of work went into looking natural and make-up was not really worn or applied publicly until the early part of the 20th century.
Pale skin was as a sign of wealth. Wealthy women did not have to work outside, and so being pale was a sign of being part of the upper class. Pale skin could be achieved through chemical means- sometimes women used face powders made of lead (which was, of course, poisonous, but it achieved the desired affect). There were also a lot of what they call 'snake oil salesmen' who would sell ointments full of- well, it could have been anything (like cocaine) for health and beauty purposes.
Eyeshadow was not really used. Beeswax was sometimes used to make eyelashes look thicker, and Kohl was often used on eye lashes. Kohl is a mixture of soot and other ingredients, and it was used by Egyptians. Sometimes women went with eyeliner instead, using the ends of burnt twigs to outline the eye. Belladonna (which is poisonous in large doses) was sometimes used to rinse eyes, which helped to 'brighten' them.
Cheeks and Lips
Rouge was commercially available, but you could not be seen applying it. Some women, instead of applying rouge to their cheeks, would pinch or slap them to make them appear rosy and glow. Lips were sometimes pinched or even bitten to make them look red and swollen. Lipstick was beeswax dyed with crushed flowers or sometimes carmine beetles.
While not specifically make-up, doing one's hair was part of the beauty habit. Women would dye their hair using henna, sometimes iron oxide to make a hair darker (iron oxide has been used to make black tattoo ink) and women could lighten their hair if they coated it in lemon juice and sat in the sun for a little while (with their body and face carefully covered, lest they accidentally tan).