Chessboard
Simple example
\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{5mm}
\usepackage{chessboard}
\begin{document}
\begin{preview}
\chessboard[setfen=5rk1/pp3N1p/4P3/2P5/3Q1PK1/P7/1Pr3pq/R3R3 w - - 0 0,
showmover]
\end{preview}
\end{document}
From tex.stackexchange.com.
Skak
Simple example
\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{5mm}
\usepackage{skak}
\begin{document}
\begin{preview}
% sets the internal board or a new game
\newgame
% typesets the moves and updates the board
\mainline{1.e4 e5 2. Nf3 Nc6 3.Bb5}\\
% show the current board position
\showboard
\end{preview}
\end{document}