A one-liner? Not off the top of my head. You need to establish a proxy first and you can't do that with scp by itself.
When doing it manually, I open up a screen session for my tunnel:
screen -S tunnel
Screen is used to keep the tunnel going in a background shell. Use any technique you want to keep the tunnel open in the background (@weeheavy's answer is probably the simplest). Once in the screen session I start my tunnel like so
ssh -L 2222:target.machine:22 [user@]proxy.machine
To break that down, that basically says "On my local machine, open port 2222 and any connetion hitting localhost:2222 is proxied through proxy.machine to target.machine:22"
Once you've got the ssh connection and tunnel established, detach from the screen session with "C-a d". To get back to that screen session, type
screen -raAd tunnel
Once you are back in your original shell your scp command will look like
scp -P 2222 localhost:your/file/on/target.machine local/path
Remember that localhost port 2222 is really just a tunnel going to target.machine.