We use the Sloan Digital Sky Survey (SDSS)-Gaia catalogue to search for substructure in the stellar halo. The sample comprises 62 133 halo stars with full phase space coordinates and extends out to heliocentric distances of ∼10 kpc. As actions are conserved under slow changes of the potential, they permit identification of groups of stars with a common accretion history. We devise a method to identify halo substructures based on their clustering in action space, using metallicity as a secondary check. This is validated against smooth models and numerical constructed stellar haloes from the Aquarius simulations. We identify 21 substructures in the SDSS-Gaia catalogue, including seven high-significance, high-energy and retrograde ones. We investigate whether the retrograde substructures may be material stripped off the atypical globular cluster ω Centauri. Using a simple model of the accretion of the progenitor of the ω Centauri, we tentatively argue for the possible association of up to five of our new substructures (labelled Rg1, Rg3, Rg4, Rg6 and Rg7) with this event. This sets a minimum mass of 5 × 108 M⊙ for the progenitor, so as to bring ω Centauri to its current location in action-energy space. Our proposal can be tested by high-resolution spectroscopy of the candidates to look for the unusual abundance patterns possessed by ω Centauri stars.