I agree with Dave above. Never heard of one.
However, Lionel did make a vehicle from 1958-61 that might be confused with an ambulance. It was the #68 "Executive Inspection Car", a red and white station wagon that looks to me like a '57 De Soto. Equipped with operating headlights and taillights, it was pretty sharp-looking, but way oversized for O-gauge. Sorry, I don't have one to take a photo of.