I was at the beach camping for a week, white lightning on a brand new chain (degreaser before lube, btw.) Within three days the chain had a beard of rust EVERYWHERE. I was so disappointed, I can't even describe it. Degreased, brushed out and cleaned the chain afterwards, went with a wet lube.
I had decided to try dry after a tuneup at an LBS used dry lube, which looked fantastic and seemed to work well... until the sand.