The most basic is a length of wire wound around a coil form (toilet paper tube, plastic bottle, etc), the "detector" was a blued steel surface (DE safety razor blade), a safety pin to act as a "cats whisker" (bonus if you can use graphite pencil lead attached to it), some high impedance headphones (WW2 tanker/air crew headsets usually fit the bill), a good ground and as much wire for an aerial/antenna as you could get away with.
Using the length of the coil, and where you connected the antenna, you could kinda-sorta tune for better efficiency at different parts of the band (be it SW or AM). (Longer coil = lower freq)
I made a few of them years ago, and posted the results on my now-defunct blog. The DB is still intact with my files and findings, but my code base is hosed (need to remake it).
All of the foxhole radio designs I've seen actually do have an (albeit very crude) way to select a frequency. Maybe all the designs I've seen aren't faithful to the ww2 versions?