Here's a recent question sent to me. :)
Q: My 3 1/2 year old is lying a lot lately? How can I stop this?
A: Well, it sounds like you're catching him and the lies are fairly obviously. So my first question would be, why is he lying? For attention? Or does he think he's going to get into trouble? My second question is, how do you normally react? There's got to be something there that is reinforcing the lying - meaning, he's getting something out of it. Tackle it from the why and make sure he is getting absolutely nothing that he wants out of lying.
For example, if it's for attention, his consequence is absolutely no attention. He gets a time out and you give him no talking, no touching, no eye contact. Don't go on and on about the lying and why he shouldn't do it - that gives him attention. When you catch him lying, all he gets is, "We do not lie." And march him into time out. That's it, and it gives him the least amount of attention.
Also, make sure there are no rewards for lying. For instance, if dad tells him he cannot have a popsicle but he comes and tells you daddy said it was okay - make SURE he doesn't get a popsicle! Even if four other kids are getting popsicles and he's not - those are the breaks. Don't let it slide and say, "I'll let you have one since everyone else is getting one, but you'd better not do that again." He needs an immediate consequence - and make it a stinky one so he gets the picture that it does him no good to lie.
Be prepared for either tantrums or "I don't care" behavior and ride it out. Stay firm and consistent.
Hope this helps - good luck!