Wow, nobody has pointed this out yet.. unless I missed it.
You can rename them, if you have some idea of what they are. And then they can just open.
so, if you had some excel files on a floppy disk, as a friend did once, or could be a usb key to be up to date! and you had some file corruption issue and scandisk(chkdsk nowadays!) was run on it, and those CHK files produced, then you can try renaming them from CHK to XLS and may open them. I guess if it's on removable media as it is in your case, then you may have more of a clue what type of file it is.
I have renamed them on 2 different occasions, saved 2 different people!
makes me think, maybe linux's file command would identify what they are in some cases. or TRID file identifier. worth a try.
added-
http://www.raymond.cc/blog/archives/2008/01/07/how-to-recover-chk-files-created-by-chkdsk-and-scandisk/
he says a number of things, well worth reading the link,
and he mentions these for identifying the files.
UnCHK by Eric Phelps
FileCHK by Martin Kratz
CHK-Mate