Can you flambé in any skillet?

Yes, it matters. You can destroy the pan.

Don't use a non-stick pan. The coating starts to decompose above 250 Celsius, and will probably fail completely if exposed to the temperatures of open fire.

Also don't use aluminium. Its melting point is under 800 Celsius, while a flame gets into the 1500s. You probably won't have enough energy to warm the body of the pan to that temperature, but I wouldn't risk it - locally melted spots on the pan surface are no fun.

Cast iron will certainly hold up to it, but I would be afraid to damage the seasoning.

What you are left with is stainless steel, if you want a stovetop-suitable pan. It will work perfectly without damage. If you are not constrained by stovetop use, ceramic/earthenware is also a very good choice. Don't pick one with printed decor, you may damage the image. But both enameled and naked ceramic or clay without prints will be OK.

Some people do flambé in non-stick (teflon) pans. It is not recommended. If it goes perfectly, the pan doesn't actually get any hotter using it to flambé than it would for any other purpose and so there really isn't any good reason not to use non-stick. The thing is, everything doesn't always go perfectly. It wouldn't take a huge mishap to ruin your pan and release nastiness into the air. Stainless steel or copper are the materials of choice.

May I give you a little safety advice? ALWAYS flambé in a pan with a tight lid and keep the lid right there, to quickly extinguish the contents of the pan in the case of things going sideways (take care though, don't use the lid when what you should be using is a fire extinguisher). Have a charged B type (or BC or ABC) fire extinguisher at the ready. Be sure that you don't have any flowing clothing, hair or curtains that could catch on fire. ALWAYS remove the pan from the heat before applying the flame. Use a long handled match or lighter to provide the flame. Evict any pets or small children from the kitchen. Turn off the exhaust fan and any other burners before you flambe. Use no more than 1/4 cup of alcohol.

I see on cooking shows all the time the chef tipping the alcohol laden pan to the gas burner to ignite the alcohol. Don't do that. Ever. I don't care if it IS your gazillionth time doing it. Try to find Alton Brown's show on safely flambéing. Flambéing is fancy enough anyway, there is no good reason to make it unsafe by being a show-off.