I just had to setup one user who would be able to log in via ssh and the ssh to another server (which is not directly connected to the outside world). The links by cstamas and ericmayo were a good start.
Basically, I added the following to /etc/ssh/sshd_config:
Match User myuser
From there on, I just had to create the chroot environment below /chroot/myuser. I copied /bin/bash and /usr/bin/ssh and the shared libraries they needed (ldd will show those). For a larger environment, it would probably make sense to compile statically linked versions of the needed executables.
Bash worked right away, for ssh to work, I also had to create the .ssh directory, copy /etc/passwd, /etc/nsswitch.conf and /lib/libnss_* and create /dev/null, /dev/tty and /dev/urandom via mknod.