Lemmings was developed by oringinal GTA developer DMA Design in Dundee (Scotland), now known as Rockstar North in Edinburgh after being purchased by the Houser brothers.
Psygnosis was the publisher of Lemmings - though that's not to overly discount their hand in the game's success, back then publishers were actually considered useful.
They have an odd history as both developer and sometimes publisher, they did develop Shadow of the Beast and WipEout.
Kinda struck me as a relatively successful acquisition by a big label, but far as I can tell game shops only seem to work as either "small" owner-managed highly entrepreneurial shops or very big corporate places. Though the latter seem to turn around staff so fast I'm not sure that from game to game they're really the same studio in anything but name.