I've had good luck with 3M Nexcare Active Strips. They're a foam Bandaid-style bandage with a good waterproof adhesive. I wore one for several days of a backpacking trip and it didn't come off until I took it off. It covered a sub-surface boil that was constantly rubbed and sometimes damp. It's not very breathable and retains moisture more than most bandages, but if you really have to keep a spot covered, these work well. I'm not sure I'd put it over a infection-prone wound unless I could change it often.
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