Hi Philip
That would be a great feature request, as Illustrator has always allowed guides at an angle. You can convert any path to a guide in Illustrator with Cmd+5 (Ctrl+5 on Windows), and you can also set a specific angle in Preferences — not only 45° and 135°, but any angle you specify, such as 17° or 122°.
If you have Illustrator, you can draw the path there at an angle, then copy it to Photoshop, then stroke it as per Dave’s instructions.
If you put it in as a feature request for Photoshop, please post the link back here so we can add our votes!
Photoshop Family Customer Community
EDIT: In Illustrator, Paths can be converted to Guides, and Guides can be converted to Paths. It’s Paths that you can copy and paste to Photoshop.
~ Jane