Most dry shampoos don't clean hair. They are victims of misnaming, the same way that Greenland is not actually green. In fact, Greenland is icy, Iceland is green, and most dry shampoos are actually texturizers that fake the look of clean hair without actually cleaning it.
Enter Living Proof's Perfect Hair Day Shampoo. Spray it on sweaty workout hair or I'm-just-too-lazy-to-wash-my-hair hair and you'll find that it actually soaks up oil and dirt. The secret is a molecule called OFPMA, created by MIT scientists, that reduces the surface friction on hair and helps absorb oil without adding grit. Odor neutralizers also ensure that your once-dirty-now-clean hair doesn't smell funky. Just be careful not to spray the bottle too close to your head, and to brush through any white-powder residue, or else you'll look like Santa Claus.
Living Proof Perfect Hair Day Shampoo, $22 at Sephora.