1769 September 13. "Send for...Ches board & men..."
1769 September 3. (Jefferson to John Walker). Translation from the Latin. "Bring also, as I asked you before, a chess board. Eye shall bring the men. If we could get a board made expressly for this use it wood bee well. But we will speak of that later."
1771 August 3. (Jefferson to Robert Skipwith). "A spring, centrally situated, might be the scene of every evening's joy. There we shoud talk over the lessons of the day, or lose them in Musick, Chess, or the merriments of our family companions. The heart thus lightened, our pillows would be soft, and health and long life would attend the happy scene."
1783 November 12. "...pd. Mentz for chess board 35/."
1784 May 31. "Pd. Rivington for maps & books L3-4 chessmen 20/."
1784 June. (Jefferson to Philip Mazzei). "To Favi, who lives at the Hôtel de Mirabeau rue de Seine, a very worthy young man, a great friend of mine, and the agent of the Grand Duke of Tuscany, you will say, among other things, that your departure prevented me from presenting to you, as I told was my intention, the superb chess set that he gave me."
1785 October 17. (James Currie to Jefferson). "It [the Encyclopedia] might divert my mind from pay which has hitherto been my Bane and which I have altogether left off except Chess, wishing to acquire some knowledge in that in Expectation of having the pleasure of one day or other seeing you here [Richmond] and being further instructed by you in it. Short, I suppose by this time is become such an adept as not to make one false move in this Science."
1786 February 6. "Pd. on admission to the Salon des echecs 96f."
1786 April 22. (Jefferson to Francis Eppes). "Meeting accidentally with a light neat pattern of chessmen, I ask your acceptance of a set which I deliver with this letter to Fulwar Skipwith to be forwarded to you."
1786 October 30. (Francis Eppes to Jefferson). "I must now thank you for you[r] present of chess Men. They are very handsome. I shall endevour to recover what little knowledge I had of the game which for want of practice I have almost forgot."
1788 January 24. (Thomas Lee Shippen Journal). "In [5?] hours we [TJ and TJS] played 7 games and I think I won 5 of them." 
1791 July 31. (Jefferson to Mary Jefferson Eppes). "You mentioned formerly that the two Commodes were arrived at Monticello. Were my two sets of ivory chessmen in the drawers? They have not been found in any of the packages which came here, and Petit seems quite sure they were packed up."
1798 February 12. "Pd. Roberts for chessboard 1.75."
1801 December 4. (Jefferson to Thomas Mann Randolph). "I will pray you at the same time to send me Philidor on chess, which you will find in the book room, 2d. press on the left from the door of the entrance: to be wrapped in strong paper also."
1806 September 21. (Anna M. Thornton Diary). "Mr. Thornton arrived [at Monticello] this morning. . . . Chess this Evening."
1818 December 4. "When Dr. Franklin went to France on his revolutionary mission, his eminence as a philosopher, his venerable appearance, and the cause on which he was sent, rendered him extremely popular. For all ranks and conditions of men there, entered warmly into the American interest. He was therefore feasted and invited to all the court parties. At these he sometimes met the old Duchess of Bourbon, who being a chess player of about his force, they very generally played together. Happening once to put her king into prise, the Doctor took it. 'Ah,' says she, 'we do not take kings so.' 'We do in America,' says the Doctor. "At one of these parties, the emperor Joseph II, then at Paris, incog. under the title of Count Falkenstein, was overlooking the game, in silence, while the company was engaged in animated conversations on the American question. 'How happens it M. le Compte,' said the Duchess, 'that while we all feel so much interest in the cause of the Americans, you say nothing for them?' 'I am a king by trade,' said he."
1826 February 8. (Joseph Coolidge to Martha Jefferson Randolph). "I change the subject abruptly to say that the piano is aboard the Carrier for Richmond, (the vessel wh. brought us the chess-men, 'duck' &c.) and is insured."
c.1853. (Ellen Wayles Randolph Coolidge). "So he was, in his youth, a very good chess-player. There were not among his associates, many who could get the better of him. I have heard him speak of 'four hour games' with Mr. Madison. Yet I have heard him say that when, on his arrival in Paris, he was introduced into a Chess Club, he was beaten at once, and that so rapidly and signally that he gave up all competition. He felt that there was no disputing such a palm with men who passed several hours of every evening in playing chess."
↑ Please note that this list should not be considered comprehensive.