Your own saliva has chemicals in it that are the start of your body's natural process of breaking down food to make it easier to digest. In reality, you are digesting your own lips. Using a humidifier, or placing a pan or pot of water on a radiator, can help add moisture to the surrounding air. Don't forget that they need sunscreen, too. Certain medications can dry out your lips.
Acne medications can sometimes be a culprit.
Check with your pharmacist or dermatologist. You may want to start with plain ol' petroleum jelly, and then try other lip products one at a time, for about one or two weeks at a time, to see if they dry out your lips. Stop applying any products that do. Very uncommon, but still possible, is a fungal infection or underlying medical problem. If none of the suggestions above help, contact your health care provider or dermatologist for an evaluation and possibly medication.