.chk files are created when you run a scandisk type utility and it finds bad pointers in your FAT table (the actual name depends upon you file system). Since it cannot determine exactly where these file start or stop or what their names are it does it's best to write them out the way it believes they should be. If you need to recover them then you have to open them one by one, determine what type of file they are, or think they are, rename them appropriately including extensions.
Sometimes these are caused by bad sectors on the hard drive, sometimes by something deleting your File Allocation Table, sometimes by a power fluctuation, sometimes by a hard drive going bad, sometimes by a drive controller going bad.........................
Good Luck,
Gary