Sourced from Luxuo, here are a few more luxury chess sets:

The Carbon Luxury Chess set. EUR 8,000 (source) High Quality steel feet, 24 carat gilded and sterling silvered. Made from high grade steel of some sort.

The Art of War Chess set. Est. $50,000 (source) Rhodium and gold chess pieces and a jeweled ebony board on two yellow gold feet with diamonds and two white gold feet with rubies. Every piece is decked out with diamonds, rubies, emeralds, and sapphires.