There could be a few reasons behind his behavior and instead of writing it all down here, may I suggest that you check out this website.
I found this site to be quite informative in trying to unravel the how and why behind my lies. Reading it may give you some great insight as to why he is lying and more importantly, if he reads it, it can help him figure this out too.
While the lies that he tells you are hurtful, at a certain level, its the lies that he tells himself that are at the root of his behavior. He really needs to spend time and energy doing the hard work at digging down to the root cause for this defensive coping technique.
If a man is to shed the light of the sun upon other men, he must first of all have it within himself - Romain Rolland