We show that ac driven skyrmion lattices in a weak pinning channel confined by regions of strong pinning exhibit edge transport carried by skipping orbits while skyrmions in the bulk of the channel undergo localized orbits with no net transport. The magnitude of the edge currents can be controlled by varying the amplitude and frequency of the ac drive or by changing the ratio of the Magnus force to the damping term... We identify a localized phase in which the orbits are small and edge transport is absent, an edge transport regime, and a fluctuating regime that appears when the ac drive is strong enough to dynamically disorder the skyrmion lattice. We also find that in some cases, multiple rows of skyrmions participate in the transport due to a drag effect from the skyrmion-skyrmion interactions. The edge currents are robust for finite disorder and should be a general feature of skyrmions interacting with confined geometries or inhomogeneous disorder under an ac drive. We show that similar effects can occur for skyrmion lattices at interfaces or along domain boundaries for multiple coexisting skyrmion species. The edge current effect provides a new method to control skyrmion motion, and we discuss the connection of these results with recent studies on the emergence of edge currents in chiral active matter systems and gyroscopic metamaterials. (read more)