Check out Hurraw, http://hurrawbalm.com/.
They have several different types, although I have only ever seen them for sale at my local grocery store (Wegmans, which is only in select areas). But they do have an online site.
The Out of Africa lip balms are amazing too, my personal favorite is the Orange.
Now these are NOT vegan anymore, but my local Five Below had ones that are (no beesewax): http://www.albabotanica.com/lip/lip-balms.html
So you might come across some that still use the old ingredients, in which case AWESOME!, but assume they’re not vegan until proven otherwise.
I love the PETA lip balms. I bought one ages ago and I still have it and use it every day! They’re my favorite vegan lip balm that I’ve tried thus far. They are a tad bit melty as compared to other brands, I just use my finger to apply. As an added bonus, they taste yummy!