This soda bottle gas mask is very cheap and very easy to make. Seriously, you could make one in five minutes. All you need is a two liter soda bottle, some duct tape and a n95 rated face mask (either medical or DIY will do). N95 masks won’t provide much protection from true gasses, but they do provide protection from particulates and tear-gas,which is actually a dust and not a gas at all.
(Photos from: frenzy via Instructables )