This instructable covers how to etch a knife blade.
Modern knifes are often made from stainless steel and other corrosion resistant materials. To encourage etching electricity can be used. Don't worry, 9V is enough!
Etching is different from engraving. Engraving is usually scratching fine lines into the surface of the material, whereas etching chemically removes material, possibly until a hole is created! Etching can often go deeper than engraving.
I should mention that I got the information on how to do this from this site
, it came up from a google result and gives you the basic info on how to do it. I've added pictures of my experience to help you along the way