The pain will pass. When running against the wind, be sure to keep calm. Don’t touch your face. Do not rinse with water. Use Coca-Cola or milk instead to end the burning. If you are close enough to the police, they cannot use the tear gas on you. And in the event that you are without a gas mask, you can wrap a t-shirt around your nose and mouth and protect your eyes with goggles or something similar. The oblong teargas canisters are small enough that they can be hurled back at the shooter before too much gas is expelled. To properly douse them, be sure to arm yourself with a Poland Springs jug half-filled with water, and the canister that lands beside you, toss it inside, stand on the opening and wave away the remaining fumes as the device is extinguished. If there is fire nearby, toss the canister in the fire, and that too will neutralize it.
This was the advice given to protestors in Ferguson, Missouri in the conflagration that followed the August 2014 murder of 18-year-old Michael Brown by Officer Darren Wilson.