;;; let's first define a global variable...
CL-USER> (defvar *foo* 42)
*FOO*

;;; ...and then make a binding without a value using PROGV
CL-USER> (progv '(*foo*) '() (print *foo*))

debugger invoked on a UNBOUND-VARIABLE in thread
#<THREAD "main thread" RUNNING {1004A684B3}>:
  The variable *FOO* is unbound.

Type HELP for debugger help, or (SB-EXT:EXIT) to exit from SBCL.

restarts (invokable by number or by possibly-abbreviated name):
  0: [CONTINUE   ] Retry using *FOO*.
  1: [USE-VALUE  ] Use specified value.
  2: [STORE-VALUE] Set specified value and use it.
  3: [ABORT      ] Exit debugger, returning to top level.

((LAMBDA ()))
   source: (PRINT *FOO*)
0] ; look ma, locally unbound!