The Windows Chkdsk and Scandisk utilities are designed to verify the file system, and (if required) to return the file system to a consistent state. File system inconsistencies can for example occur after an operating system crash.
When recovering the file system to a consistent state, lost or cross-linked clusters will be reset to 'available' when the file system is verified. The contents of these cluster(s) will be saved to a '.CHK file' (Filexxxx.CHK).
While CHK files may contain garbage, prior to deleting them it is wise to examine the contents of these files. This is especially true if you lost files after a system or application crash: the CHK files may contain the contents of the lost files. Unfortunately Windows does not offer a tool that allows you to do so in an easy way. CHK-Mate is a utility that should have been 'standard issue'.