Why would you lie about these things? It may never catch up to you, but if it does, it can cost you your job, possibly your career. At the least, it will damage your reputation.
I had to turn down one offer (XYZ Company). So I called the HR of XYZ and told that I had got a better offer from ABC. Btw I never had any offer from ABC.
It’s a lie
You could have just as easily said to the HR person that you were declining their offer. It is simple, truthful, and to the point. You aren't required to give a reason. Yes, the HR person will ask for why, but you aren't required to answer it. Say something like "I would prefer not to discuss my reasons for declining your offer." You are then done with them. No lies to remember.
He asked me about the company and packages. Actually, I have 3 offers and I didn’t want to let anyone know where I am going to. So I gave him a company name where I won’t be seen.
It’s a lie
Again, stick with the truth. "I don't discuss where I am going or anything associated with the new company." The HR person may actually have more respect for you when you tell them this. It shows that you have nothing to brag about. In addition, you are also telling the HR person that you can keep your mouth shut about important things. You will be insuring that your privacy remains intact. And, no lies to remember.
During the interviews with other companies I told the HR guy that I wanted to move out because there are no projects(vacancies) in my location so my company asked me to move to a different location (for same company).
It’s a lie
At some point, you will come across these people again. I am constantly surprised at how much others do remember. And how much they talk to their friends at other companies. It isn't difficult for one person in HR to call for a reference to your old company. Most (at least in the US) do. They ask things like: when were your dates of employment; were your reviews good (an illegal question here, but it still gets asked); are you eligible for rehire; was there still potential for advancement (another illegal question here). Lying will come back to haunt you.
A simple way to avoid the issue would be to say something like "I felt that it was time for me to move on, to learn new ways of doing things. I am grateful to XYZ for the time I had with them. They were a great company to work with!" Expand on what your goals are moving forward. Do not bring up anything negative about your relationship with any previous company, no matter who is at fault.
There is one last thing here: you won't have to remember any lies.
The original question has been edited to remove most of the quotes I have included in my answer.