Here's another DIY apparatus, with a home-made X-Y vise:
http://homepage3.nifty.com/manasan/english/diy/turning/turn-1.htm
Click "Threading" or scroll down to it. Then click as instructed.
I think a bloke in Australia made a similar device, but I don't have the link at hand.
Something like the one Ralph described is on my bucket list, but slightly simpler (no adapters):
1x8 all-thread to mount the chuck. And a hex nut to jam mount.
Two hex nuts separated by a truck engine valve spring to eliminate backlash. Hand crank at the far end.
The hex nuts clamped in the jaws of the X-Y vise.
The X-Y vise mounted high enough (*) to center the all-thread, and mounted with its axis at 30 degrees to the lathe spindle.
A 60-degree dovetail cutter in a Jacobs chuck on the lathe spindle. (Received it yesterday from Grizzly, ~$10).
Not yet decided which way the hex nuts should be clamped - (*) it matters. Probably best to clamp the faces to reduce stupidity factor.
Limited to 8 tpi. Variations could match other spindle threads. Any adapters would affect runout.
The travel limits of the X-Y vise will limit the size of the work. And my X-Y vise doesn't yet have measuring scales.