As far as i know...most water-based lubes will freeze. Just simply pour the lube in an ice tray and freeze. watch for sharp edges...and plop on in your ass. It does feel cold but feels even better as it slowly melts inside you.
I use J-Lube. J-lube is a powder you mix with water to make a slippery/ slimy lube. I take a condom and fill it with J-lube, tie the end in a knot and hang it from the rack in my freezer. its a pretty big cube to take all at once, but it literally sends shivers up my spine. even after playing with some toys after putting one in, i leaked lube for hours. MMMMMM