My dad has a BS in physics and has been an extremely well-paid engineer his whole career. He has said he has met a number of physicists in the engineering world, and they are almost always the best engineers. That door is wide open, don't worry.
In fact, I think you can do almost anything with a physics degree. People know that the degree means you are smart, can do math, understand how things work, and can solve problems. Learning any other side knowledge for the job is piece of cake. On the other hand, teaching someone who already knows the field-specific knowledge how to think, solve problems, and do math can be a huge challenge. For the most part people realize this. I'm still split on whether I want to try and do academia with my physics PhD or just jump into industry or biotech and make six figures right away. Oh, you can also do research at a federal labs. AIP has salary statistics and it is very decent. I don't get it when people say you can't make money with a physics degree.
Oh, and Mckinsey loves hiring physics PhDs to do consulting. Lots of PhDs do financing as well.