Creating Mess On Stage

Ash

Greycel or Blackcel (shredded paper) can be used to simulate a covering of ash or as airborne ash. It is however NOT flame-retardant, so should be used with care. 
Rubber Crumb could also be used. 

Blood

Information coming soon

Dirt

See Sand below

Dust

Fullers Earth (aka Bentonite) is a good way to achieve a dusty look either on costumes or on set pieces / props. Cat Litter provides a larger-clumped equivalent. Both are made from absorbent clay but can become slippery in large quantities. 
There are reports of problems with singers / actors (and audience) inhaling the dust (it’s a lung and eye irritant) so this effect should not be widespread, or used to create a dusty atmosphere – it’s only for localised small effects.

Flour, corn starch, sugar or other organic products should NOT be used on stage as they are highly combustible in dust-form. 

Feathers

Real feathers can bring on allergies in asthma sufferers. Synthetic or fake feathers are a suitable replacement but care should be taken as they are most likely flammable. 

Food – Pies

MessySupplies sells a range of pie and slosh products (in a range of colours) 

Foodstuffs

See Food and Drink On Stage

Mud

Mud effects on scenery can be created using products such as Flints Mud.

Rubble

Rubber Crumb could be used, along with foam chips / offcuts dipped in paint then squeezed out. The foam will need to be treated with flame retardant. 

Polystyrene / Styrofoam can be used in chunks, which can then be coated with Rosco Foamcoat (to provide a hard-wearing flame retardant surface)

Sand

Sand can be problematic – use Play Sand where possible (available in natural colour or white) which has been cleaned and is suitable for children to use.
Silicosis is a lung condition resulting from breathing in dust containing silica (sand) so any show using sand should include this in risk assessments.
Sand Floor
The amount of sand in use should be reduced to a minimum – take a sample of the sand you’re proposing to use to a local carpet company, and buy carpet to cover the space with a thin layer of sand on top. The carpet will hold the sand in place and will maintain the sandy colour even if the sand gets moved around.
A plastic liner (e.g. pond liner) should be used to line the stage floor, with overlapping taped seams, to prevent moisture or sand from damaging the stage floor or from getting into the sub-stage area.
Sand Dunes
Use carpet and existing platforms to achieve the size / shape for the dunes, again with a thin layer of sand on top.
Don’t forget you need to have a plan for getting rid of the sand after the show has ended.
Alternatives
Ground-up cork can be used instead of sand, with more manageable results and less risk (and less weight).
Maryland Cork (USA)

Snow

More information coming soon!