I had to create a modified keyboard layout, starting from one in /usr/share/kbd/keymaps.

Use the showkey command to find out what keycode the caps lock key generates (mine is 58), then add a line in your layout file to the effect of

keycode 58 = Escape Escape Escape Escape Escape

Finally, load your new layout using loadkeys /usr/share/kbd/keymaps/i386/{yourlayoutname}/{yourlayoutname}.map.gz