One story that I use to teach lessons about lying is Sarah's Little Ghosts.
Description from Amazon: When Sarah breaks her mother's favorite necklace, she lies to cover it up. but the lie isn't the only thing that comes out of her mouth. A little ghost pops out, too! and for every new lie Sarah tells, another ghost appears. There seems to be only one way to get rid of them, but which is scarier: living in your own haunted house, or telling the truth?
The ghosts in this story represent Sarah's conscience. The ghosts say the words that Sarah should be saying instead of the lies that she tells-"I broke your necklace"! The ghosts are a great representation of the guilt that a child feels when lying.