There are trainers for every single skill you can have. But they're everywhere. Good journeyman training is at the Fighter's Guild. Of course they train Blunt, Blade, Block, Light Armor, Heavy Armor, and Hand to Hand. I'm not sure if anyone in the Guild will train Marksman, but I do know a dark elf in Bruma will train you.
"To those who claim they will die for their country...
What the %#($ is wrong with you!?
Make the enemy die for theirs!"