I don't know if there are, I've never seen one... (I'm assuming you mean everything - brushes, foundation, powder, bronzer, eyeshadow, eyeliner, etc)
There are sets on certain themes though... eyeshadow sets, foundation sets, brush sets, etc.
There are too many variables to put everything into one... unless you are becoming a professional and willing to have a HUGE collection for all skin types, tones, eye colors, and for all occasions.
Besides, why deprive yourself of an excuse for a shopping adventure!
