Is it possible for a white piece to deliver check to the black king, but for black's counter move to result in white getting checkmated?
Has this happened in games between top players?
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You can find some examples in the following game collection: Games where check is answered with checkmate.
Among those games, Nigel Short vs Alexander Morozevich, Russia - The Rest of the World (2002) is the only one that meets the qualification top players. This was a rapid game.
The most entertaining example is the following:
[FEN ""] [Event "Philadelphia (m/7)"] [Site "Philadelphia (m/7)"] [Date "1945.??.??"] [Result "0-1"] [White "NN"] [Black "Winkelman"] [ECO "C29"] 1.e4 e5 2.Nc3 Nf6 3.f4 d5 4.fxe5 Nxe4 5.Qf3 Nc6 6.Bb5 Bc5 7.Nxe4 dxe4 8.Qxe4 O-O 9.Ne2 Re8 10.Bxc6 bxc6 11.Qxc6 Rxe5 12.Qxa8 Rxe2+ 13.Kd1 Bg4 14.Qxd8+ Re8# 0-1
Yes, it can happen.
[FEN "rk2K3/1q5r/8/8/4Q3/8/8/8 w - - 1 1"] 1.Qxb7+ Kxb7#
It probably won't happen in games between strong players because they'll resign when checkmate is inevitable.
Could there be another example here? http://www.futilitycloset.com/2010/06/09/intercepted/ or is it checkmate followed by checkmate?
[Event "?"] [Site "?"] [Date "????.??.??"] [Round "?"] [White "?"] [Black "?"] [Result "*"] [FEN "8/8/8/8/8/2k5/2q5/K1B5 w - - 0 1"] 1.Bb2+ Qxb2# *