There appears to be no ground - what do I do?
This work is of an age when it should've been built grounded.  

This appears to use the conduit wiring method.  And this is metal conduit, probably EMT, so the metal conduit provides the grounding path.  This connection is in fact grounded. 

That, by itself, does not bring ground to the device.  However, since this is a switch, it is automatically grounded via the metal mounting screws.  

That is not allowed for receptacles (sockets). For that, you need to run a wire from the metal box.  The best way is to find a hole in the back of the box which is tapped #10-32, and is made for a ground wire.  They make special green #10-32 ground screws with optional pigtails, though any 10-32 screw will do.  Don't use a sheetmetal screw unless it's tapped 10-32.