Attack - a short, sharp-pointed nail
Bad Bishop - another Catholic caught in a sex scandal
Baroque chess set - unrepaired chess set
Bishop pair - strange bed fellows - but don't ask, don't tell
Bishops of the opposite color - very strange couple
board - what spouses are at chess tournaments
Center Counter - small table in the middle of the room
Colle - opening for dog lovers
Danish Opening - opening for pastry lovers
Discovered check - one that fell behind the desk a long time ago
fool's mate - usually the wife or girlfriend of a chessplayer
Fried Liver Attack - a form of indefestion
Knight ending - dawn
self-help mate - a bigamist
statemate - a spouse who keeps repeating the same old bad jokes
woodpusher - lobbyist for the timber industry
Fianchetto - Pinnochio's last name
Zugzwang - German for "constipated" and used when it hurts to move
Gambit - accidental loss of a pawn in the opening
Development - deploying your pieces to squares on which they get kicked around and lose several tempi
First board - weak player who is used as a sacrifical lamb to allow everyone else to have at least some chance of winning
Flight square - escape square for your king, which later turns out to be covered
Good bishop - bishop which is rendered useless by the opponent's pawns
J'adoube - A loophole in the touch-move rule
Novelty - a move which has been played before, but was discarded as poor
Outpost - A fantastic-looking square for a knight, from which it serves no purpose and gets locked out of the game
Sound sacrifice - Giving up material for an attack which succeeds because the opponent was unable to find the correct defence
These are off the top of my head, and it would be good to turn this into a collaborative work!