Are you using Master Pages? Are the CheckboxLists in the Content Page, are they by chance inside a Panel a FormView or another other Container Control?
If so FindControl me be run in that container Control.
The Server Form is a Container Control - typically Form1. Subsititute Form1 for the Parent Container Control if one exist.
Dim cntrl As WebControl = form1.FindControl("chk" & i.ToString())
If Not Nothing Is cntrl Then
Dim cbList As CheckBoxList = CType(cntrl, CheckBoxList)
''....
End If