Originally posted by Banana King
is this like a word game kinda...
like east means the right side of the board and wife means its partner on the other side, and they are about to check you? or something?
It's a play on words.
Here the word "Check" in the expression "the check is in the mail" means the now old-fashioned method of giving money to a particular person by writing their name and the amount of money involved on a special piece of paper and then signing it. The recipient could take the check to their bank and receive cash in return. In British English this is spelled "cheque".
The word "Czech", meaning someone from the Czech Republic, is pronounced in a similar way to "cheque", so the joke suggests that if a woman telephones you to say "the cheque is in the mail" you might think she is calling her husband "the Czech" and that he is mailing himself to you. This would result in you needing to provide him with accommodation.