I've eaten them, many years ago. They're very good, essentially butter cookies as I recall. Can't remember if all the pieces were represented or not. I'm pretty sure every bag was uniform and they weren't like baseball cards, ie every package always had the same configuration of "pieces."
You could probably just contact Pepperidge Farms directly about them.
Pepperidge Farms Chessmen Cookies
http://www.pepperidgefarm.com/ProductDetail.aspx?catID=728
http://www.walmart.com/ip/Pepperidge-Farms-Chessmen-Cookies-7.25-oz/10450473
If you have seen these out of the package
1 - Are all the pieces represented?
2 - Are there complete sets in a package or do you have to buy multiple bags?
General Questions
1 - There is only flavour / colour. Would you trust another person, or yourself, to play based on the orientation of the cookies. After all it is a simple matter to turn them around ... or eat them.
2 - During a game, would you feel queasy about eating the captured cookies.
http://caloriecount.about.com/calories-pepperidge-farm-chessmen-distinctive-cookies-i102332