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I am replacing an undercounter light and I have a black, white and red supply wire but no green or bare copper supply wire. Where do I attach the green ground wire attached to the fixture?

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What type of supply wire do you have? Armored cable (covered in spiral metal)? Plastic outer covering (Romex type)? –  bib Dec 4 '13 at 13:23
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If you cannot route a ground wire (with continuity back to the breaker box)(to be preferred), you can supply the lighting with power from the LOAD side of a GFCI. This is why there is a "No equipment ground" sticker in the GFCI packaging, which you should put on the outlet (if not hardwired) or on the under-cabinet lighting.

This would not create a ground, but it makes a safer alternative for a fixture within reach of a water supply (6 ft in IRC code).

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This answer is correct, but the only thing I would check for first is for continuity between white and the metal electrical box. If there is continuity then the metal electrical box is already grounded so the green light fixture wire can be grounded to the box. If this is not the case and it is close to a water source then you are correct it should be on the load of a GFCI outlet or breaker. –  maple_shaft Dec 4 '13 at 19:03
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That continuity test needs a few provisos: You must first turn off the breaker in question, to eliminate any possible back EMF from leakage paths along the circuit. You should also disconnect anything plugged into the circuit (both light bulbs and appliances/devices) –  HerrBag Dec 4 '13 at 21:32
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