Mercury is made from a crank handle, old pine and a gigantic mercury switch, all found on the streets of New Orelans.
The mercury switch is a glass vial, containing a fair bit of mercury and two power terminals embedded in the thin glass.  When the vial is tilted one way, the conducting mercury connects the two power terminals, completeing the circut.  This is how old tilt switches worked.  I found this switch in an old power control box, mounted to a fallen power pole.  It's amazing, and fortunate that the thin glass vial didn't break in the fall.
To turn the lamp on turn the crank, which rotates the mercury switch which, with a spark, completes the circuit.
NOTE: This switch is delicate and if the switch vial is broken the very toxic mercury will escape.  Not reccomended for houses with wild kids, clumsy cats or dogs with long tails.