You can try CGDB - a database of membrane protein/lipid interactions. You can also try the predictive algorithm for lipid-binding sites using three-dimensional structural data, described by Scott, et al.
It would be of interest to you to read "The Human Plasma Lipidome" by Quehenberger and Dennis in N Engl J Med 365:1812-23. This paper gives a hint as to the complexity of the issue of protein-lipid binding. Figure 5 shows "For example, in the eicosanoid biosynthetic pathways, 28 known genes and their corresponding enzymatic gene products are responsible for the production of more than 150 bioactive lipids derived from dihomo-gamma-linolenic acid (20:3), arachidonic acid (20:4), eicosapentaenoic acid (20:5), and docosahexaenoic acid (22:6), of which 76 have been detected in normal human plasma." This implies that enzymatic pathways will be very helpful to you, but so will lipid transporters as many lipids are breakdown products of gut bacteria.
The web-server heliquest (http://heliquest.ipmc.cnrs.fr/) might be of use.
I found the following papers making use of this web-server with the focus on the search for (helical) lipid binding regions:
Keller RCA (2011) The prediction of novel multiple lipid-binding regions in protein translocation motor proteins: a possible general feature. Cell Mol Biol Lett. 16(1):40-54. Keller RCA (2011) New user-friendly approach to obtain an eisenberg plot and its use as a practical tool in protein sequence analysis. Int J Mol Sci. 12(9):5577-91.