Checkmate and The Rake’s Progress is a ballet first produced in 1937, with music by Arthur Bliss and choreography by Ninette de Valois.

From the Wikipedia entry:

The ballet proper begins with the Red Pawns assembling on the chessboard. The Red Knights arrive on the scene, afterwards joined by the Black Knights. The Black Knights prostrate themselves at the entry of the Black Queen, who fills them with fear. The Black Queen makes advances to the Red Knight and tosses him a rose, and the Red Knight becomes infatuated with the Black Queen.

The Red King and Red Queen arrive, with the old Red King requiring assistance. An initial “game” between the two sides finishes as the Black Queen has the Red King in a “check” position. This game leads to a duel between the Red Knight and the Black Queen, where the Red Knight is victorious over the Black Queen. However, he cannot bring himself to kill her because of his love for her. In one moment, he turns his back and recalls the rose from the Black Queen. The Black Queen takes advantage and fatally stabs the Red Knight. The funeral cortège for the Red Knight is described as “Death leading, Love at the end of the procession”.

The Black Queen then turns on the Red King, and the Black forces surround him. The Red King has one last moment of recalling his youth before the Black Queen stabs him in the back with a spear, in the final “checkmate”.

You can get a copy here.