With advances in reinforcement learning and imitation learning, quadruped robots can acquire diverse skills within a single policy by imitating multiple skill-specific datasets. However, the lack of datasets on complex terrains limits the ability of such multi-skill policies to generalize effectively in unstructured environments. Inspired by animation, we adopt keyframes as minimal and universal skill representations, relaxing dataset constraints and enabling the integration of terrain adaptability with skill diversity. We propose Keyframe Guided Self-Imitation for Robust and Adaptive Skill Learning (KiRAS), an end-to-end framework for acquiring and transitioning between diverse skill primitives on complex terrains. KiRAS first learns diverse skills on flat terrain through keyframe-guided self-imitation, eliminating the need for expert datasets; then continues training the same policy network on rough terrains to enhance robustness. To eliminate catastrophic forgetting, a proficiency-based Skill Initialization Technique is introduced. Experiments on Solo-8 and Unitree Go1 robots show that KiRAS enables robust skill acquisition and smooth transitions across challenging terrains. This framework demonstrates its potential as a lightweight platform for multi-skill generation and dataset collection. It further enables flexible skill transitions that enhance locomotion on challenging terrains.