There have been any number of machine guns and a few rifles that have used, or even required, lubricated ammunition to function properly.
These are normally semi-auto or fully auto firearms that have been designed without a slow, primary extraction phase. Lubrication is required so that the case heads aren't simply yanked off during extraction.
Most of the Japanese machine guns employed in World War II required lubricated cartridges.
Some had oil pumps on them that sprayed an oil mist into the chamber prior to a round being chambered, others had pads or brushes that lubricated the cartridge as it was being chambered, and I believe that in the case of an Italian machine gun (one of the Bredas, I believe) the rounds had oiler pads that were part of the magazines that lubricated the cartridges as they were loaded.
As can be imagined, this was something of a nightmare because the oil could quickly become fouled with carbon, sand, grit, etc., and cause stoppages or undue wear to the gun.
One of the American semi-auto designs (Bang? Pedersen?) that was in early competition with the Garand also required lubricated ammo, which knocked it out of the running early.