Segments

Open Illustrator and create some M&M's! To do this, use the pen tool and use points, lines and anchors to create half of the oval shape. Bert uses a green fill color. Photoshop does have 3D functions, but in this case, we will use Illustrator (Effect > 3D > Revolve). Make sure to turn on the preview setting so you can see the 3D shape. Use an offset of 0pt from "right edge" and the shape will look much like an M&M candy. Adjust the lighting as desired, then press OK.

Duplicate the M&M and change the angle of your new shapes by using the Appearance panel. By clicking on 3D Revolve and turning on the preview, you can rotate the shape and keep your light source consistent. After the first M&M is created, do not use the Effects > 3D panel. After making many duplicates you can lock the whole bunch, copy the set, paste the new M&M's and then change their color.

We now take a look at Bert's Photoshop file that contains all the M&M's, with different colored pieces in different layers. We then apply little "m" letters to the candy. To do this, place the "m" in a new layer and use Warp to make it appear as one with the candy. Add shadows behind the M&M's so they look realistic.

To make the candy appear as if they're falling, apply a motion blur. Final touches are done manually.