Absolutely positive identification is often achieved after five or six tests. Comparison requires that whomever sent the sample also send a control specimen, and the purpose of testing is to compare various properties of the substances to see if they have a common origin or source. The smaller the probability value, the more likely absolute or near-absolute certainty is achieved. It depends, however, upon the substance. You obviously don't want to use melting point unless you've got ample quantities, but it's good for dust, wood, soil, minerals, metals, and other materials.
Freezing point is always an alternative, as that tends to also be fixed.
Mass is good for unknown substances. Density and refractive index tend to be good for soil and glass particles. Soil, paint, and many other materials have all their known colors recorded. It's commonly used in blood and DNA samples. The selective absorption of light by a substance is measured by a spectrophotometer.