Over the past few years I have been watching with interest a number of postdocs transitioning from academia to industry. From my very limited experience, reading, and some discussions I think there are two obstacles that need to be faced head on. Both involve wrong perceptions and misunderstandings.
1. Industry is not interested in me because my highly specialised technical skills are not relevant.
This is true. Industry could not care less about spinons, lattice gauge theory, Bell's theorem, synchrotrons, femtosecond spectroscopy, cosmology, ....
However, industry is VERY interested in some of the skills you do have and probably take for grant: problem solving, critical thinking, analyse complex data, ability to learn new technical skills quite, write and debug large computer code, not being scared of big data, technical communication [written and verbal], work in teams.... Furthermore, it is important to appreciate that the vast majority of people, including many with MBAs, finance and law degrees, can really struggle to do some of these things at the most basic level.
So, do not underestimate what you have to offer.
There are actually head hunting firms who have people working full time trying to "poach" people from academia for jobs in industry. An Australian example is here.
2. I should use the same CV and cover letter for academic and industry positions.
No! No! No!
Industry could not care about how many papers you have, journal impact factors, citations, invited talks at "prestigious" conferences, ...
You need to rewrite your CV from scratch. Make it short and emphasise the skills above. Find someone you know who recently got a job in industry and ask them for a copy of their CV and cover letter.
Many of these issues are no doubt covered in depth by two books I recently recommended.
I welcome comments and suggestions from people who have made the transition and know much more about this than me.