According to the rules of the US Chess Federation, if you discover that an illegal move has taken place during the last 10 moves, you must reinstate the position to what it was before the illegal move. Obviously, this is easier if you're playing a game where you're taking notation.
If the illegal move occurred more than 10 moves ago, you do not "turn back the clock," and instead play the game as it stands. However, every move where a king is left in check counts as an illegal one; so even if you failed to recognize a check many, many moves ago, there's still an opportunity to turn back the clock.
Of course, in casual or blitz games, such adjustments are difficult if not impossible. At our club we're very informal about these things--we'll go back a few moves if it's easy to reconstruct; otherwise we'll just go ahead from where we are.
Hope you can shed some light on this rules question. Say your playing chess with your son, and he notices that he had you in check several moves back. (Probably a discovered check that wasn't noticed). My belief was that the game was irrevocably ruined, that simply playing on from the moment it was noticed just didn't seem right. He felt that we should just continue with the check now in effect.
I couldn't find anything on the web to solve this. Though I did learn that in tournament play calling check is neither required nor desired.
Thanks-
Hunter