Warhammer 40k uses the same skills as those listed in the T20 Handbook.  Unique skills that are 40k only are listed below. Mystical or magical skills/advantages/disadvantages are available only to certain Chaos Servants and Techno-mages. 

Language - Ecclesiarchy                                                                                                           The Ecclesiarchal language is written on religious text and is read at sermons in the name of the Emperor. With this skill a character can read this ancient language.

Consume Drugs                                                                                                                        Drugs are common place in the Warhammer 40k universe. Drugs are sometimes sold openly and it might be the case that the PCs will come across them sooner or later. With this skill a character is able to take a certain amount of drugs without getting....let's say 'too high' and any side effects being more lenient on him. The character can reroll and failed fortitude saving throw related to drug use using his Consume Drug skill instead of his Fortitude save rating. General skill.

Customise                                                                                                                                      This skill has many possibilities and only experienced or technically-minded characters can harness this. Customise can be used in a variety of ways: to build a combination weapon (combi-weapon), to fix a weapon to a vehicle, or to radically change a vehicle or spacecraft for better performance. In order to build a combi-weapon a character must first have the Technical skill and be proficient in both weapons to be combined. He makes a roll vs a DC as if he is attempting to create a Master Work weapon.  Engineering. The GM will have to use his judgement for doing these modifications. General skill if player has some pre-existing technical skill..

Custom Knowledge                                                                                                                  Cultures vary tremendously from system to system and there are countless in the Imperium. A character with this skill has studied these customs with great interest and can react accordingly. The GM will have to rule when this skill can come into action, such as strange handshakes or eating rituals. This skill can be a matter of life of death as not knowing a strange custom might cause great offence! General skill.

Psychic Awareness                                                                                                                   Psykers who get close to psychic objects become very sensitive to them. If a psyker stays still for a complete game turn he will be aware of the presence and rough direction of any other psychic using characters or creatures within 100 metres. The character's concentration must be absolute, he must not talk, move or fight, etc.  This is a cross class skill unless the player has some Psionic ability. Cross-class skill.

Psychic Sense                                                                                                                               As all proper psykers can sense a psychic presence, this skill is for those that are sensitive to psychic energy, or their work requires that they are to be so. All humans, Ratlings and even Squats, have a latent psychic presence but 99 per cent of the time it isn't enough for true psychic powers. However, there are some careers that require an individual to enhance their mind enough so that they can have a psychic awareness that is almost as good as a psyker's. With this skill a character can sense for psychic energy in objects or people by a simple touch. The character won't be able to tell what ability, if any, a psychic object has or what level a psyker is, only that such things have psychic energy in them.  This is a cross class skill unless the player has some Psionic ability.  Cross-class skill.

Theology - Ecclesiarch                                                                                                               The Ecclesiarch is the religious cult of the Emperor and its practise is wide spread throughout Imperial worlds. It is vitally important that when new star systems are found any intelligent life there must be converted to the cult of Ecclesiarch.  General skill.

Martial Arts                                                                                                                                   Characters with the Martial Training ability may also use the Martial Art Style rules from Oriental Adventurers pg. 79 at the DM's discretion.  Feel free to allow characters who truly want a Martial Art style of character to take PHB Monk levels.  All monks are Ecclesiarch Monks and belong to a religious order so must have 5+ ranks in the Theology, Ecclesiarch skill.