We consider the concept of triangulation of an oriented matroid. We provide a definition which generalizes the previous ones by Billera-Munson and by Anderson and which specializes to the usual notion of triangulation (or simplicial fan) in the realizable case. Then we study the relation existing between triangulations of an oriented matroid $\mathcal{M}$ and extensions of its dual $\mathcal{M}^*$, via the so-called lifting triangulations. We show that this duality behaves particularly well in the class of Lawrence matroid polytopes. In particular, that the extension space conjecture for realizable oriented matroids is equivalent to the restriction to Lawrence polytopes of the Generalized Baues problem for subdivisions of polytopes. We finish by showing examples and a characterization of lifting triangulations.