Not many people seem to know about this, including rather a lot of the checkusers:
http://meta.wikimedia.org/wiki/Ombudsman_commission
The ombudsmans deal with alleged breaches of the Wikimedia Foundation privacy policy. I've just added a note to the header on WP:RFCU:
"Privacy violation? If you feel that a checkuser has led to a violation of the Wikimedia Foundation privacy policy regarding yourself, please refer the case to the Ombudsman commission."
(Note that having a check done is very unlikely to be considered a breach; having information from one revealed may be.)
The ombudsmans have checkuser power and are on checkuser-l, but don't typically perform checks themselves.
- d.