Slippery liquids have been used by humans for centuries, dating back to Greek and Roman use of olive oil for cooking, lighting, medicine, cosmetics and, yes, sexual penetration.  The ancient Greeks were very open about sex, including anal sex and homosexuality.  Vegetable oils were an easy and accessible option for those wanting or needing some extra slip to their bedroom activities for most of human existence.  Other likely sources were animal fats, butter, and carrageenan (gelatinous seaweed extract). The late 1800's saw the invention of petroleum oils/jellies (ex:  Vaseline) and industrial silicone lubricants.  Pharmaceutical company Van Horn and Sawtell introduced K-Y Jelly to the world in 1904, the first commercially produced water based lubricant (though not for "personal" use until 1917).