The Conestoga type wagons, many built by Studebaker and used on the Santa FE and Oregon trails, used primarily beef tallow for axle grease. The Titus oil well, at today's Titusville PA, first produced oil in 1859.
Before that, the only petroleum found in North America, was at the open petroleum oil spring, which is on the Oil Spring Indian reservation, about 25 miles from my house. It however is dry now, and weed filled.
Before that, whale oil was used, but would have been expensive for general axle use, but served as lamp oil..no kerosene, you know! From what I understand, whale oil is still used in very sensitive things, such as watches and scientific equipment...but I could be corrected on that today.