Well at least they used to.
A trick I've heard of people using is to too a base of concealer on their eyelids, this will only work if the concealer is silicon based. Don't have one of these? Or your fave concealer is not something you're willing to change? I have the solution.
I bought a large container of this from eBay at the start of the year and it has been awesome. No more creases, just eye makeup that stays perfectly in place all day.
Eyeshadow Primer Potion by Urban Decay.
I bought mine in Sin, which is a pale shimmery flesh colour that can barely be noticed, but does a great job of evening out your eye colour. mine naturally are quite dark and uneven so this helps a lot.The biggest problem with this product is getting your hands on it, as there are no official Australian stockists of the brand. (email them at info@urbandecay.com and tell them you want them is Aus!) I bought mine on eBay from these guys.
To use it you get get a little on your finger (ring works best, it's gentler then your middle and index) or the wand provided with some packages, and pat it over your eyelid with your finger, leave to set for a minute, and then do your eye make up as normal.