Chess Pie is apparently a staple desert pie from the southern states of the USA. I've never tried it (and now cannot, for medical reasons) but it sounds deadly (sugar, brown sugar and corn flour/syrup are just some of the ingredients).
It's name apparently has nothing to do with the game of chess, and may be a corruption of 'jest (just) a pie' as in "What are you eating?" "Jest pie".
If you want to give it a go (for Christmas desert) you can find a recipe, and some history, here.