Electronics for depth perception
Yes, an ultrasonic range finder can give you an approximate depth reading in air out to a few meters.  They work by emitting a short click and then measuring how long it takes to hear that click echoing off of an object in front of it; the longer the delay, the further the object must be.

The advantage of these devices is that you often don't need to do any additional processing, they produce a value that can be converted directly do a range.  They're also very cheap and small.

Some downsides of using this kind of range-finder is that they don't work well for long distances (the linked part has a maximum range of 6.5 meters), and they can measure the depth of only a single point; generating large point-clouds of depth information from these devices would be slow and inaccurate.  They also get "confused" when there's several other range-finders operating in the same space, or if the nature of the reflecting surface is such that it doesn't return a nice echo; they'll walk right into curtains.