In situations where doing nothing isn't a good option, you can always call the liar out. You just need to think carefully about the best way to do this, and impulsively bashing them is never a smart move.
You may choose to have a conversation with the liar in private or with others whom the lie affects. In either case, it's important you have evidence that backs up your claim, or you very well may be called a liar yourself. Just make certain you are honest and direct with the person who lied. Don't go to others with the lie when you know it's better handled privately between you and the liar.
There are many times when reporting a lie is the right thing to do, both ethically and practically. Sometimes, not reporting a lie can cost you your job. However, there are a few things you need to think about before you take that step.
First, question your motives. Are you thinking of telling someone about the lie out of concern that either another employee or the company could be harmed, or are you just mad? If it's the latter, you run the risk of making yourself look petty; if it's the former, stick to the facts.
Don't offer any hypotheses about why the person may be lying because that's just supposition on your part. Stick to what the person said, what the truth is, and any proof you have collected.