Dictionaries usually recognize the following:
lend me some money
lend some money to me
So how about placing "to me" immediately after the verb?
You mean as in
Lend to me some money?
It's not wrong, but it's much less common than your other examples because it sounds poetic, or at least old-fashioned. The use is much the same as with similar verbs like "give", as in the song "Leather and Lace":
Give to me your leather, take from me my lace.
Or in certain translations of the Bible:
Ahab speaketh unto Naboth, saying, 'Give to me thy vineyard, that it may be to me for a garden of green herbs, for it is near by my house, and let me give to thee in its stead a better vineyard than it; if good in thine eyes, let me give to thee silver, its price.'
In the same way "lend to me" would sound fine if you are trying to write a sentence that sounds literary or archaic, but otherwise use one of the other forms.
I wouldn't say that you can't say that, but it would sound rather unnatural and foreign to say it like that. I would stick to the more idiomatic way of saying it, and just say "lend me" or "lend to".