How to scroll more than one check list box from verical scroll bar

You demands seems strange. :-)
May be MultiColumn = true mode may help?

Anyway, I found one way to do something, that "looks like" what you want:

 namespace ScrollTwoLists
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
            this.checkedListBox1.SelectedValueChanged += new EventHandler(checkedListBox1_SelectedValueChanged);
            this.checkedListBox2.SelectedValueChanged += new EventHandler(checkedListBox2_SelectedValueChanged);
        }

        void checkedListBox2_SelectedValueChanged(object sender, EventArgs e)
        {
            if (this.checkedListBox2.SelectedIndex != this.checkedListBox1.SelectedIndex)
            {
                this.checkedListBox1.SetSelected(this.checkedListBox2.SelectedIndex, true);
            }
        }

        void checkedListBox1_SelectedValueChanged(object sender, EventArgs e)
        {
            if (this.checkedListBox2.SelectedIndex != this.checkedListBox1.SelectedIndex)
            {
                this.checkedListBox2.SetSelected(this.checkedListBox1.SelectedIndex, true);
            }
        }
    }
}