Is there a Lyme disease vaccine?
According to Wikipedia in 1998 a vaccine was approved by the FDA. It was directed against the outer surface protein A (OspA) of B. burgdorferi, but was taken from the market in 2002 after a large number of recipients reported the development of autoimmune diseases. An investigation of the FDA and the CDC found no connection to these claims, but afterwards the sales went to the bottom until the vaccine was withdrawn from the market. An interesting article on this story (with a number of references) can be found here.

There are two new approaches to develop vaccine candidates. One is directed against the outer surface protein C ("An octavalent lyme disease vaccine induces antibodies that recognize all incorporated OspC type-specific sequences.", another against glycolipoproteins on the bacterias surface ("Synthesis of an experimental glycolipoprotein vaccine against Lyme disease."). As far as I see, none of these vaccine candidates is already licensed.

Another approach is to vaccinate the animal reservoir hosts, as this has been done successfully for rabies. Here either vaccinated baits ("Reservoir Targeted Vaccine for Lyme Borreliosis Induces a Yearlong, Neutralizing Antibody Response to OspA in White-Footed Mice") or recombinant vaccines ("An ecological approach to preventing human infection: Vaccinating wild mouse reservoirs intervenes in the Lyme disease cycle") were used with good results. Neither of these methods is already been used, as far as I see.