There are other, differing names for the pieces. The Queen is often just called the Queen, but this is considered incorrect and in poor taste. The Bishop, according to my grandmother, may have been called the officer at certain times.
Also noteworthy is the name for check in Russian. Check is called Shakh, checkmate Shakh-Mat, and the game is consequently called Shakhmaty. Shakh is also the Russian for Shah (i.e. the title of the king of a Middle-Eastern country). Coincidence? I think not, though I can't come up with a logical explanation for why this is what check would be called. On the other hand, there is also no logical explanation for why check is called check, either.
Chess Etymology! What could be cooler?
In Hebrew check-mate is also referred to as "Shah-mat." Shah has no real meaning in Hebrew that I've come across and logically should just mean "shah", but "mat" is extremely close to "met" - dead.
In the British television series Dr. Who, towards the end of the last episode of Marco Polo, Kublai Kahn tells the Doctor (William Hartnell) that shah-mat means "the king is dead." I can only assume the BBC did their research before writing this into the script given that they tried to remain as true to history as possible with the Marco Polo story.
Hebrew names for the chess pieces vary only slightly from the Western format.
There are two possible explanations for the similarities between the Hebrew and the Russian. One is that the huge Russian immigrations of chessmasters to Israel have influenced the game terminology. Another is that Jews in the diaspora borrowed terminology from Persian. Probably the final answer is a little of both.
The word "check" is probably used in English as a sign the other player should check and see he has no squares available to escape to with his king. "Mate" is an English term from shipping referring to a sailor, which has passed from this profession into the common tongue as a word for friend or common man.
* Thanks go to DejaMorgana for pointing this out.
A huge table presenting the words for chess, check, and each chess piece in 59 languages can be found here: http://www.geocities.com/TimesSquare/Metro/9154/nap-pieces.htm
The meaning of rook is explained there as coming from the Sanskrit word ratha (chariot) which through Persian and Arabic became rukh. It is also noted that the only language other than English to use a direct transliteration of this word is Icelandic, with hrókur
Interestingly, while Russian uses the word Slon (meaning elephant as noted in dimroed's writeup) for the Bishop, the only other Slavic languages in the table that also use this word appear to be Belorussian and Ukranian. From what I can see, the remaining Slavic languages use:
Hunter
Marksman
Other
By the way, the table lists the word dama as the Croatian term for the Queen, but in my experience the word kraljica (queen) is much more common. I think that dama is used only in Croatian chess notation to avoid confusion with the word kralj (king), since it already uses the letter 'K'.
As for the etymology of the word chess, I've found at least two pages that seem to confirm the suggestions above. Namely, chess comes from shah, the Persian word for king, and shah mat means "the king is dead".
rischi says:
"shah" and "mat" are also the words used in hindi/urdu while playing chess respectively for "check" and "mate". "mat" doesn't mean death, however, it means "defeat", "maut" means "death".
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