I know the Terminator movies were just movies but history teaches us that where we imagine, we go. Modern day technology, what 'they' let us see of it anyway, is only the product of science fiction from years ago. Of course for something like 'Skynet' to happen, self awareness by an artificial intelligence would be required and then it would have to see humankind as a problem, threat etc.
The daily advances in robotics that are being made around the world are impossible to keep track of. Spend 10 - 15 minutes looking at the stuff DARPA is showing off. And as previously stated, this is what 'they' let us see.
I'm not paranoid or scared...but I can only imagine a few 'incidents' down the road.
Also keep in mind with very tiny exception we have no idea what other governments are funding.