You have several options:
Micro 100 solid bars are very, very good. They cut accurate threads and hold an edge for years. If you need to sharpen them, you just lightly hone the flat on top of the cutting tip with an extra-fine diamond stone and it will keep on going and going. While their initial cost is a little high, they will save you money because it will outlast inserts by many years. I have used these tools for a very long time and I can testify that these are among the best tools of their kind. In fact, the one I use for tiny bores has lasted over 15 years and shows no sign of wear. To actually use these tools you also need an internal thread relief tool to cut a groove at the bottom of the bore.
This is the matching tool that would go with the threading tool above.
Personally, if I need to go deeper I use Circle Machine solid carbide bars that take both grooving and threading inserts. These are an expensive option since CM was taken over by Widia. You can still get the bars and inserts on ebay but they are getting harder to find. For example,
this one will go up to 2.5" deep but you have to either buy inserts at retail or wait for them to come up on ebay. I only see
grooving inserts for it right now but the threading inserts will show up eventually. The grooving inserts allow you to cut a thread relief at the bottom of the bore so they're useful.
The big difference between threading inside a bore vs cutting them on the outside is that you're working inside a bore and your tools will bend and deflect. This requires you to use either a bigger steel bar or a carbide bar and the latter is more expensive. Still, carbide is the way to go in my opinion because the greater inherent stiffness of the bar gives you better accuracy.