Because Holden is in crisis in Catcher in the Rye, he seems to always feel the necissity to create reality (lie) rather than tell the truth. There are dozens of examples which illustrate his compulsion to lie to the people around him, including the fact that he proclaims himself a liar at the very beginning of the novel. One instance of his prolific lying is when Holden meets his school mate's mother on the train into New York City. Holden introduces himself as Rudolf Schmidt and then procedes to tell Mrs Morrow what a wonderful son she has, when the truth is that Holden deeply dislikes Ernest because he's a bully and an all-around jerk. Holden also tells Mrs. Morrow that he is going into New York for some minor brain surgery, rather than telling her he got kicked out of school.
Holden lies to everyone about being kicked out of school. He even lies to Phoebe about it, but she knows him too well, and she gets the truth out of him eventually. He also continually lies about his age in order to get served alcohol, using the fact that he has some gray hair to his advantage.
Maybe most importantly is that he compulsively lies to himself. He calls everyone around him a phony, but Holden acts like something he's not throughout most of the novel. He pretends he's been shot, he pretends that he can run away to be a deaf-mute, he pretends that he loves Sally so that he can make out with her for a while, he pretends that he can simply go west and avoid confrontation with his parents. The lies to himself are much more damaging than the lies to other people, because generally when he lies to others, he is trying to make them feel better in some way (like the nuns in the diner).