Is there a command to split lines in Vim?

No, there's no built-in command for that.

When I want to split on a <Space>, I do r<CR>.

--- EDIT ---

@keith-nicholas' comment reminded me about this question. FWIW I came up with an hopefully "universal" method in the mean time:

function! BreakHere()
    s/^\(\s*\)\(.\{-}\)\(\s*\)\(\%#\)\(\s*\)\(.*\)/\1\2\r\1\4\6
    call histdel("/", -1)
endfunction

nnoremap <key> :<C-u>call BreakHere()<CR>

a Enter Esc to split to the right of the cursor, or i Enter Esc to split to the left.

The easiest way I've found to split lines in Vim is the normal mode command gq (type both letters in quick succession in normal or visual mode):

• In visual mode, it will split whatever is selected.
• In normal mode, you follow gq with a motion.

For example, gql will split one line to the currently set width. To set the width of the split lines to be different from your current setting, you can use

:set textwidth=<n>

Where n=number of characters you want in a line, e.g., 10, and change back to your normal width when you're done.

Got this information from a Youtube video by Kholidfu that shows how to join and split lines in normal mode using a motion: Vim Tutorial - Join and Split Lines.