The financial industry is one place you can go. A similar possibility is in a utility company which needs to model energy markets or an insurance company. Physics majors have good real-world modeling skills and also programming experience, an excellent combination.
If you have already had laboratory experience, you might be able to land a job as a tech at a national Laboratory (think Argonne, LBL, Oak Ridge, etc.) where they have user facilities which are very much physics oriented. Another possibility is to look for a job as a tech in a Radiation Health Physics company or department (every hospital has these people). Other possibilities are technical services companies, for example in sales with VWR a scientific supply company, or companies which develop new instruments. Here the use of instrumentation to measure real-world quantities and some knowledge of electronics is what a physicist learns. Another possibility are defense-orented companies, who usually are happy to hire physics majors.
Instead of thinking that your resume shows no skills, emphasize the breadth of knowledge you have and the analytical skills that you can use to learn just about anything. It is all in how you present yourself.