If you think the lameness is in the foot or lower leg joints than your local veterinarian can do it.
I'm going to disagree with this statement.
Not that the local vets don't have their worth, but I think if you are dealing with ANY lameness problem, then you should be seeing a specialized lameness equine vet. Because most people have no idea where in the leg (or even which leg) is causing the lameness.
But yes, your vet will first do a lameness eval which often involves flexing each of the horse's legs several times and having the horse trot off in a straight line. Also observing how the horse moves in a circle. From that, the vet will determine which leg appears to be affected.
Then the nerve block, you start at the bottom and work your way up. This may take some time, if the defect is high in the leg. It takes a good 15 to 20 minutes (if my memory serves me) for the block to take effect, and then you'll go do the flexing and circles again to see if there is improvement. If not, the block will go a little higher. If still lameness, the block will go a little higher. Etc. It'll be "cheaper" if the injury is lower in the leg, because it will take less time and nerve blocks to find it.
Don't assume you'll need injections. X-rays and ultrasound are worth their weight in gold to see what's going on inside the leg.
I'm blanking out on what my vet charges (although I'm making a trip to her tomorrow) but I want to say it is around $200 for the lameness eval, and probably about $200 for a 4-view xray. Injections I'm not sure.