I have used Mehron cremes (water based) as their coverage is not bad and the cleanup is east enough. You would think grease paint would get the job done though! Alcohol based makeups might do the trick but the residue lasts awhile. Perhaps a football eye black?

Alcohol makeup would definitely be resilient, but I wouldn't want to use it so close around the eyes because of the fumes. And I'm not sure it'd have such a deep colour. A quick search on "football eye black" generally says it's greasepaint, and not that hardy.