A response to becoming the victim of an accident, indicating embarrassment.
Vinny is attempting to cross the street while carrying a sack of recently dismembered cow penises. As he steps off the sidewalk, a bicycle messenger rams into him at full speed, tossing the penises everywhere and causing a compound fracture in Vinny's left knee.
Vinny: "Check, please."
Hold the conversation, I need an explination. Used to stop the conversation, not to inquire, although this is the most common use.
Man 1: And so I said to her, you've got great purple bananas!
Man 2: Check, please: what's a purple banana?