Skin depth reference data for common materials
The obvious thing to do would seem to be to check Wikipedia. And doing so gives this page

Briefly, you can calculate the skin effect if you know the permittivity and permeability of the material, and both of those are well-known. For instance, this page gives permeability for a wide range of metals (although for most metals the relative permiability is very close to 1). I'll assume that you have the basic Google skills to find the matching permittivity values.