This phrase describes the action a pitcher takes before delivering a pitch if there is a runner on base he or she wants to prevent from stealing. Before delivering the pitch, a pitcher will look to the side, usually the first base side, to check where the runner is. In Major League Baseball, players are allowed to lead off base, meaning they do not have to stand on the base while a pitcher prepares to pitch. However, the risk is that a pitcher or catcher could throw the ball to his teammate to tag out the runner if he does not get back to the base in time.
The ability to check the runner is an essential part of baseball. Many pitchers use it as a regular part of their windup. This ensures they are keeping track of all baserunners while simultaneously keeping them close to base. Players who steal lots of bases may get checked multiple times before a single pitch is delivered. If a pitcher checks the runner, throws the ball, and the runner is tagged out, the pitcher is said to have "picked off" the runner.