I've only done one lager: a Marzen. Even so, it turned out quite nice. When I did it, I only had one refrigerator that I had temperature control on. That was my kegerator.
My kegerator was big enough to hold two corny kegs, and I had an ale going already. My only choice was to lager in a corny keg, next to the ale.
Now, I had read in Noonan that you can't lager under too much pressure*, so I decided to attach an airlock to my corny keg. That way, there would not be pressure in the keg, especially in the beginning as I was making the transition from fermentation to lagering, when fermentation was still a little active.
That left me with a dilemma: How do I attach it? I considered many options, but what I settled on was this: I would use a ball lock connector hooked up to a hose -- the same hose I used to dispense beer, just with the picnic faucet removed. That hose would then lead to the airlock. The stem of the airlock would be pushed into the hose. I would then only have to keep the airlock upright to hold water, which I did by scotch taping it to the side of the keg. Bingo! I had attached my airlock to my keg.

Lagering went well. I dropped the temperature from 60°F (my diacetyl rest temp) to 32°F at 2 degrees a day, and kept it there for 6 weeks.
It was funny. During that time, the ale froze that I had in the keg next to it, but my Marzen did not.
In the end, I brought the beer to Estrella, and it was a big hit. I have not done it since, but plan to again.
* Noonan actually says two conflicting things about lagering under pressure. In Brewing Lager Beer, on page 202 he says, "Do not lager over five pound per square inch." On the other hand, New Brewing Lager Beer, his revised edition, on page 194, he says, "Where tank construction permits pressurization, and the tank is fitted with a pressure relief valve, it is common to lager the beer under .2 to 2 atmospheres (3 to 28 psi) of pressure...." At the time I lagered my beer, I only had the earlier edition. If I had the later edition, I do not know if I would have used the airlock.