Connect to <targetserver> via <stepstone>

Set it up in ~/.ssh/config like this:

Host stepstone
    User user
    HostName hostname

Host targetserver
    User user
    Hostname hostname
    ProxyCommand ssh -W %h:%p stepstone

<user> is your username, <hostname> is the hostname or IP address of the server. ProxyCommand is the command that SSH will use as a transport channel – write to stdin of the command, read from stdout of the command.

This is essentially running the command

ssh -o ProxyCommand="ssh -l <username> -W %h:%p <stepstone>" -l <username> <targetserver>

%h:%p gets translated to targetserver:22 (port 22 by default, you can also set up a Port option).

If the -W option is not available in SSH, you can use the old style, with netcat:

ssh -o ProxyCommand="ssh -l <username> <stepstone> 'nc %h %p'" -l <username> <targetserver>

Where nc basically passes packets to the target server. You connect to the stepstone, and then execute netcat on it to tunnel to the next server. Here’s a diagram:

Here’s even more explanation.