One of my recent purchases was a set of plastic jars intended for holding beads. I thought I'd see whether they were any good for holding eyeshadow samples, as I have quite a lot and I don't like the little ziplock bags (does anyone?). This little set cost me $3.67 AU (free postage), and I got mine from this seller, but they're everywhere on eBay. It took maybe 2 weeks to arrive.
A few weeks ago on a whim I bought the sample set of Friday the 13th eyeshadows from Meow Cosmetics. There are 14 - one is an extra for luck or some such - but I only had 12 jars in my little bead wotsit so I left out the two colours I was least likely to ever use. I'll just give those away to someone at some point. I transferred the rest of them into the bead jars. They are quite small so they wouldn't hold a full size loose eyeshadow, but they're perfect for samples and great for keeping a collection in one place.
I'm pretty happy with this storage - it was super cheap and it's small so I am definitely going to get some more to put all the other samples I've got floating around in. I doubt it would be travel friendly though - the jar lids are the kinds that never seem quite tight enough, and I imagine they would loosen more rattling around in a suitcase.
P.S. I will get around to swatching this collection, by the way.