In an Italian museum (probably the Leonardo da Vinci Museum in Florence) I saw a compass for drawing arbitrary conical sections. I believe the legend mentioned only ellipses, but it could in principle draw the others too; I think it was inventedtoo.
The basic principle is that the "central" arm (in general, the focal arm) of the compass is held at a fixed (per drawing) angle to the desk, while the pencil arm adjusts in length (so that it is shorter at the perigee and longer at the apogee).