Most lipsticks contain fish scales.

The Straight Dope reports that pearl essence can cause the shiny look caused by lipstick: "It's the silvery stuff found in fish scales that's used in some lipsticks, nail polishes, ceramic glazes, etc., to make them shimmery."
If this offends you, there are lipstick recipes online that do not use pearl essence. Also, some lipsticks use artificial ingredients rather than fish scales.
This infographic features seven additional factoids about fish.