We want to replace an old lennox thermostat with a new honeywell digital one. However, the wires are not labeled the same. Are there any schematics for the old thermostat?

Mmm. There is a missing info here.

What are the terminals used on the old stat?
What terminals do you have on the new stat?
What's the model of the old stat?
What's the model of the new stat?

We can't yet read minds.

:)