We propose the SAL (Segment Anything in Lidar) method consisting of a text-promptable zero-shot model for segmenting and classifying any object in Lidar, and a pseudo-labeling engine that facilitates model training without manual supervision. While the established paradigm for Lidar Panoptic Segmentation (LPS) relies on manual supervision for a handful of object classes defined a priori, we utilize 2D vision foundation models to generate 3D supervision ``for free''. Our pseudo-labels consist of instance masks and corresponding CLIP tokens, which we lift to Lidar using calibrated multi-modal data. By training our model on these labels, we distill the 2D foundation models into our Lidar SAL model. Even without manual labels, our model achieves $91\%$ in terms of class-agnostic segmentation and $54\%$ in terms of zero-shot Lidar Panoptic Segmentation of the fully supervised state-of-the-art. Furthermore, we outperform several baselines that do not distill but only lift image features to 3D. More importantly, we demonstrate that SAL supports arbitrary class prompts, can be easily extended to new datasets, and shows significant potential to improve with increasing amounts of self-labeled data. Code and models are available at this $\href{https://github.com/nv-dvl/segment-anything-lidar}{URL}$.