Is it unhealthy to masturbate with live objects – for instance, lizards or other small animals?

This question is difficult, and it's hard to make a definitive answer without more information – specifically, what exactly you're doing with the animal. As long as you aren't doing anything against its will, like holding it or tying it down, and as long as it's free to leave if it doesn't like what's going on, I can't see how occasional experimenting would be necessarily bad. Of course, you shouldn't do anything unsanitary, as many animals carry germs that are more unhealthy for us than for them. Finally, I'd say you should keep such practices occasional. If you're doing it so often that you one day find it's necessary for arousal, that's an unhealthy situation and could get you in psychological trouble later on. Overall I'd say as long as it's clean, occasional, and kind to the animal, it's not going to kill you.