<asp:CheckBoxList ID="CheckBoxList1" runat="server" AutoPostBack="True">
            <asp:ListItem>1</asp:ListItem>
            <asp:ListItem>2</asp:ListItem>
            <asp:ListItem>3</asp:ListItem>
            <asp:ListItem>4</asp:ListItem>
        </asp:CheckBoxList>

 List<ListItem> selected = CheckBoxList1.Items.Cast<ListItem>()
    .Where(li => li.Selected)
    .ToList();

        foreach (var item in selected)
        {
            Response.Write(item.ToString());
        }