Ground connection in differential signals
There are 3 main types of receivers used to detect "differential signals":

DC coupled differential signals

RS-485, RS-422, CANbus, LVDS, USB, SATA, PCI Express, etc. directly connect differential signals to the receiver chip -- "DC-coupled".
They require a ground connection to keep the signal at the receiver's end of the bus within the common-mode range of the receiver chip.

Often such systems stop working when the voltage offset is more than a few volts, and can be permanently damaged if the voltage offset ever reaches a few dozen volts.
(That is, the voltage offset between the system "ground" at one end of the cable and the system "ground" at the other end of the cable).

Often 2 boxes with a cable between them carrying such a protocol (or a single-ended protocol such as SPI or RS232) seem to work fine in the lab sitting next to each other,
but have intermittent communication or stop communicating entirely when placed in the field with long distances between them.
When that happens people often end up buying 2 "isolators" that internally use one of the following approaches, and putting the long cable between those isolators.

opto-isolator coupled differential signals

Systems like MIDI connect more-or-less differential signals to the LED of an opto-isolator at the receiver.

With proper design,
similar systems can and sometimes do work just fine with kilovolts of offset between the system "ground" at one end of the cable and the system "ground" at the other end of the cable.

transformer-coupled and capacitor-coupled differential signals

Analog audio, LonWorks(a), etc. connect differential signals to DC-blocking capacitors.

Ethernet, etc. connect differential signals to DC-blocking transformers.

Broadband-over-powerline receivers typically have both DC-blocking capacitors and DC-blocking transformers.

With proper design,
they can and sometimes do work just fine with kilovolts of offset between the system "ground" at one end of the cable and the system "ground" at the other end of the cable.

These systems block the DC offset with a transformer or capacitors or both to carry the signal across the isolation boundary.
(To reduce EMI and protect against cable discharge events, many systems also connect each cable wire with resistors or capacitors or both -- a Bob Smith AC termination -- to the chassis ground (b) (c) (d) (Intel AP-434); often with additional capacitors to support power over ethernet (e). )

Such offset voltages are the main reason behind
" 2kV capacitor on ethernet? ".

Differential over a cable


  How is this normally accomplished in practice?


When sending Ethernet, LonWorks, opto-isolated data, etc. over a cable, a ground wire is not required. All the wires in the cable can be used for data transmission.
(PoE systems often end up pulling the two system grounds close together anyway; non-PoE systems allow the two system grounds to float apart).

When sending RS-485, CANbus, etc. over a cable, typically at least 1 wire in the cable is reserved for the ground wire, which pulls the system ground at one end of the cable and the system ground at the other end of the cable closer -- hopefully close enough to allow communication or at least to prevent permanent damage.

Many people use exactly the same (unshielded) CAT5 cable with standard RJ45 plugs at both ends for both kinds of systems.

When using a shielded cable, some people are very careful to design the system with the socket where that cable plugs in to have a separate "chassis ground"/"frame ground" and connect it to the shielding in the cable, and separate from the "data ground"/"signal ground" on, for example, pin 9 of a DB9 connector carrying RS232 data.
Other people simply connect all the grounds together.
I'm not going to say more here about that raging controversy.