I know somebody who created a fake job simply to pacify their in-laws who probably wouldn't take long-term unemployment too well. In that case I can see lying as being a valid method of dealing with the issue, since one doesn't have to see them much.
I tend to avoid lies. And it's not because I'm on some moral high horse. I'm just too lazy to keep lies alive. Once you tell a lie then you end up having to tell more lies to cover your previous lies. The truth may not be so pretty, but it's certainly easy to remember.