Assuming this is an original Postwar Lionel tender, the whistle mechanism, which is inside the tender does require occasional lubrication.
The tender body is held on by one screw at the front of the tender, and two tabs in the back. Remove the screw, and carefully lift the front of the tender enough so you can slide it back, releasing it from the tabs.
The whistle motor (mechanism) has two points to oil. One is where the spinning shaft passes through the brushplate (brown plate on top). The other is where the spinning shaft passes through the cast metal plate that is between the armature and the fan.
You may be able to get away with a small drop of oil at each location (I use a needlepoint oiler). Here is a detailed writeup:
http://www.justtrains.com/Service/maint-main.asp