A check is a quite uncommon payment method. Even though it is mostly used by casinos as payout methods, there are some casinos that allow the use of a check to deposit.
When you use a check you are issuing an order for a monetary transfer, this can be issued from any bank that provides you with a personal checkbook.
This payment/payout option is extremely safe as it is a very personal document, however not many casinos will take it as a deposit method.
Security. When you write a check you are the only one with access to your checkbook and in case this is robbed, your signature is personal and very hard to reproduce. Apart from this, if your checkbook or check is gone you can contact your bank immediately and they will cancel that transaction. In this case perhaps it is a highlight that the transfers using checks take some time.
The same goes when you get a check as a payout, no one else but you will be able to cash out that money.
Time for Transaction. When making a payment with a check the cash will not be immediately available in your account.
Sending the Check. When you use a real check to deposit at your Casino, you need to send the physical document to the Casino. This will take some time as you visit the post office and fill out paperwork, etc.
Not Very Popular as Payment Option. A check is most likely to be sent to you when you withdraw because Casino managers want to avoid having to cash checks and all that comes with it, however there are still a few ones out there that will accept your check as a payment.
Perhaps, more than a payment option you should stick to checks as a payout method as it will avoid you a lot of hazzles and there are many other simpler ways to deposit at your favourite Casino which you can read about here.