According to Wikipedia:
The origin of the name chess pie is unknown, but many theories have been proposed. It could be a derivation of "cheese pie", the combination of eggs, butter, and sugar making a custardlike filling that is similar in texture to British cheesecakes and lemon curd; it could be named after the town of Chester, England; it could be from a piece of furniture used prior to home refrigeration called a "pie chest", in which pies were stored; or it could have come from a mangling of "It's just pie”/"It's jes' pie".
