Appendix after each chapter

The subappendices environment from the appendix package could be useful here:

\documentclass{book}
\usepackage{appendix}
\usepackage{chngcntr}
\usepackage{etoolbox}
\usepackage{lipsum}

\AtBeginEnvironment{subappendices}{%
\chapter*{Appendix}
\addcontentsline{toc}{chapter}{Appendices}
\counterwithin{figure}{section}
\counterwithin{table}{section}
}

\begin{document}

\tableofcontents
\chapter{Test Chapter One}
\section{A regular section}
\section{Another regular section}
\begin{subappendices}
\section{Some title for an appendix}
\lipsum[4]
\section{Some title for an appendix}
\lipsum[4]
\end{subappendices}
\chapter{Test Chapter Two}
\section{A regular section}
\section{Another regular section}
\begin{subappendices}
\section{Some title for an appendix}
\lipsum[4]
\section{Some title for an appendix}
\lipsum[4]
\section{Some title for an appendix}
\lipsum[4]
\end{subappendices}

\end{document}

An image of the resulting ToC:

An image of the first page of appendices for one of the chapters:

The (correct) answer given by @Gonzalo causes the numbering of tables and figures to reset in regular sections following an appendix. This is due to the \counterwithin command that is called at the beginning of the subappendices environment. To prevent this, one needs to revert to \counterwithout at the end of the subappendices environment:

% Start of subappendices environment
\AtBeginEnvironment{subappendices}{%
\chapter*{Appendices}
\addcontentsline{toc}{chapter}{Appendices}
\counterwithin{figure}{section}
\counterwithin{table}{section}
}

% End of subappendices environment
\AtEndEnvironment{subappendices}{%
\counterwithout{figure}{section}
\counterwithout{table}{section}
}