You may have seen Cinema Secrets on the news, this place is so popular. Particularly during Halloween, since they have such a wide variety of costumes, make up, masks, etc.. They usually have a line that wraps around the store just to get in, the day before Halloween.
This is also a store well known by the Television and film studios in the area. It supplies them with a lot of their make up supplies. If your having trouble finding what you need this is a great place to check out.