The cosmetics industry in the United States gets by being very loosely regulated despite the fact that consumers are putting these products on their bodies and may even accidentally ingest them at some point in their lives. The idea of “all natural” in reference to cosmetics is also unregulated, so you can't trust a package based solely on its sustainable looking design, even if it says its all natural. Instead you should pay attention to the back of the box, its likely that most of the cosmetics you use on a daily basis have 10 or more kinds of chemicals in them.
First and foremost is lead. Lipsticks have notoriously been cited for including more than a “safe limit” of lead, Proctor & Gamble, L'oreal and Revlon being the worst offenders. (Wondering how your lipstick measures up? More info here) Unlike some chemicals that may leave the body after some time, lead will build up and create learning, language and behavioral problems, which makes it very dangerous for children and pregnant women to use.
Synthetic dyes are regulated by the FDC but that doesn't mean they're safe. These dyes are made from coal tar which has been found to cause cancer when injected into lab rats and have been banned from use across the globe because of their carcinogenic properties. D&C Red 6 dye is used in many different cosmetics even though it may contain mercury and arsenic in addition to lead.
Other chemicals you need to keep an eye out for are Dibutyl phthalate (DBP) which is used to achieve a shiny varnish look to manicures and pedicures but is dangerous for the nervous system when inhaled. Diazolidinyl and Imidazolidinyl Urea are two chemicals that work as formaldehyde releasers, slowly inundating your body with formaldehyde, a chemical used for embalming and a known human carcinogen. Triclosan is another chemical to look out for, as it has been approved for use in toothpaste and facial scrub despite it being developed for use as a surgical scrub.
When most of your products including synthetic lipsticks and glosses, sunscreens, lotions, and deodorants contain dangerous chemicals and metals that can and may give your cancer or any slew of neurological or reproductive problems, is it really worth it to continue to buy these unregulated synthetic brands? In the long run it may be more cost effective to buy legitimately natural products, if not for the money for the possible future you might save yourself from.