90% of the time when I find antique lockets, they are without a chain. This makes sense because when lockets were bought in the Victorian era and beyond, most of the time they came without a chain. Chains accented with jeweled slides were sold seperately and were easily interchanged with different fobs, charms, and lockets.
So what do I do? I take old broken vintage necklaces and other beads and findings and add my own chain. It is fun to personalize your locket this way and oftentimes it gives an old locket a new and modern feel.