First, try to run a proper ground.
I gather it's difficult to establish a route back to the panel, but you don't have to. In 2014, NEC greatly liberalized the "retrofit ground" rules (I'm editing for readability):
250.130(C) Grounding Receptacles or Extensions. The ground of a receptacle or circuit extension shall be permitted to be connected to any of the following:
(1) Any accessible point on the grounding electrode system (the "ground spike" that ties your panel's grounds to the actual dirt) as described in 250.50
(2) Any accessible point on the grounding electrode conductor (that thick bare copper wire going out to your house's grounding rods*)*.
(3) The ground bar within the panel or subpanel where the branch circuit for the receptacle or branch circuit originates
(4) A ground wire that is part of another branch circuit that comes
from the same panel or subpanel as this circuit
(5) (inapplicable)
(6) The ground bar on your MAIN panel (not subpanel)
Added in 2014 was #4, allowing running the ground wire to any other circuit that is also grounded to the same panel. That's a big winner.
And #1-2 are saying if you can access the Ground rods or the bare wire between panel and ground rod, that'll also do. (you must not cut this wire; you tack onto it with a "split bolt".
And #4-6 are saying that if this circuit is fed out of a subpanel, you can go back to either that subpanel or the main panel.
An "island of grounds" only spreads the danger.
I realize the temptation is to say "What else can I do?" but actually connecting grounds together when nothing connects to real ground, simply expands hazards rather than eliminate them.
Say you have 12 boxes all connected by the ground wire to each other, but not back to the panel. One of them has a bolted hot-ground fault because the ground wire touches the hot wire when you're pushing a switch back into the box. It wants to flow 200 amps to ground which would result in instant breaker trip. But it can't, because ground doesn't go back to the panel. What is happening instead?
Instead, the ground is yanked up to 120V voltage. Because it's physically attached to the hot wire by the bolted fault.
And since this ground is connected to other grounds in the island, this yanks all those other grounds up to 120V also. Switch plate cover screws are now at 120V. Anything with a metal chassis is now at 120V. Everything you assumed was safe is now dangerous. So congratulations - by creating an island of grounds, you just distributed death.
It would be a much graver sin if the receptacles in that island of grounds were changed to 3-prong receptacles. Because now it doesn't even take a wiring fault, a fault in an appliance would suffice.
In metal boxes, ground to the metal box first!
On the high hopes you are able to get the grounds home one way or the other, let's talk briefly about grounding where metal boxes are involved.
When the box is metal, the ground wires from cables need to go the metal box first. It is the highest priority to be grounded. I mention that because plastic people tend to "go with what they know" and attach the ground wires to the outlet/device only. Actually with metal boxes it's the other way 'round - you ground to the box, and then often you are finished - many devices don't need a ground wire even run to them.
- Switches don't need a ground wire. They pick up ground from the box via the mounting screws.
- Receptacles do the same trick if they are labeled "Self-Grounding". Any of the better $3 receptacles will do this.
- If its metal yoke bottoms out on the flange of the metal box, and the screw is run all the way down, and it's hard clean metal contact, that covers grounding. (so not covered in paint or rust, and not floating on drywall ears - for that use "self-grounding" types).
