In class we learned about lungless salamanders. The only other four-limbed lungless creature is Barbourula kalimantanensis, the lungless frog! This species has been found on very few occasions.
How does it get its oxygen, you ask? The frog respires through its skin and lives in cold waters, which hold more oxygen than warmer waters. It also has a low metabolic rate so it doesn't need as much oxygen.
This article has more info on this badass little frog.