Polar lattices, which are constructed from polar codes, have recently been proved to be able to achieve the capacity of the additive white Gaussian noise (AWGN) channel. In this work, we propose a new construction of polar lattices to solve the dual problem, i.e., achieving the rate-distortion bound of a memoryless Gaussian source, which means that polar lattices can also be good for the lossy compression of continuous sources. The structure of the proposed polar lattices enables us to integrate the post-entropy coding process into the lattice quantizer, which simplifies the quantization process. The overall complexity of encoding and decoding complexity is $O(N \log^2 N)$ for a sub-exponentially decaying excess distortion. Moreover, the nesting structure of polar lattices further provides solutions for some multi-terminal coding problems. The Wyner-Ziv coding problem for a Gaussian source can be solved by an AWGN capacity-achieving polar lattice nested in a rate-distortion bound achieving one, and the Gelfand-Pinsker problem can be solved in a reversed manner.