Transformless power supply without ground
You need them both, otherwise you have no voltage difference and no power. You may have to pull wires from a wall outlet instead of the switch. The wall outlet has both phase and neutral.  

edit
I had a look at the product you refer to in your edit, and you probably mean this:  

  

I'm not sure, but my guess is that it parasites on the load by placing a small load in series which gives it enough voltage drop to power it. But that would mean it has to switch a load on from time to time to keep going.
In any case, if the \$In\$ comes from a switch, and the \$Out1\$ goes to the neutral, the only thing to make it work is a battery.