ActorX
ActorX is a plugin available for 3D Studio Max,Maya and Softimage XSI , which can be used to export skeletal animations.
Related Pages at the UDN
ActorX download
UnrealModeling – Unreal Modeling Guide
ActorXMaxTutorial – How to export animations using ActorX and Max
ActorXMayaTutorial – How to export animations using ActorX and Maya
ActorXXSITutorial – Overview of the ActorX Plug-In XSI, Usage which points to ActorX for Maya tutorial, Script interface
SkeletalSetup – Preparing a Character for use with the Unreal Skeletal Animation System