You can find some pretty heavy-duty coverage at supermarkets and drug stores, and that may work perfectly well to cover a scar. What many people don't realize, though, is there are lines of makeup designed specifically for this purpose.
Some cosmetics companies create products formulated to hide scars (and tattoos), often referred to as camouflage makeup. If you've not had much luck with traditional foundations or cover-ups, they're a great next step. These products are more highly pigmented than your usual cosmetics, so they provide far more substantial coverage.
Matching your skin tone is even more important than usual when applying all that extra pigment, so choose carefully. Many products come in kits that let you blend several colors to achieve exactly the right shade.
And finally, the secret to a great finish ...