Apart from the paperwork that you need to pass on to your next employer, salaries can be structured in a way that makes the base pay rather low, but the yearly income is boosted up to a reasonable level by bonuses, overtime allowance (fixed monthly amount paid whether you work the overtime or not), etc. If the company doesn't want to let someone quit, they can make it financially painful by withholding these things, or subtracting "damages" caused by the employee leaving.
EDIT: Come to think of it I'm actually not 100% sure about the legality of this, but they sure try it!