I suppose, put simply, Scandisk came with DOS/Win9x and works with FAT32, Win2k/xp/vista chkdsk is NT and handles ntfs as well. chkdsk can fix more errors.
Wikipedia says...
SCANDISK or ScanDisk is a utility in MS-DOS and Microsoft Windows systems which checks and repairs filesystems and bad clusters. It was introduced in MS-DOS version 6.2. Previous versions of MS-DOS supplied only the simpler, purely text-based program CHKDSK. In Windows 95 onwards, SCANDISK also had a graphical user interface, although the DOS program retained the TUI. The disk scanning utility under Windows NT, Windows 2000 and Windows XP is also called CHKDSK (even though it is different from the MS-DOS CHKDSK) and has the ability to check NTFS disk drives.