Dictionaries usually recognize the following:
lend me some money
lend some money to me
So how about placing "to me" immediately after the verb?
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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".