Mozarab chess pieces known as "the pieces of San Genadio". Ivory. Preserved in the Mozarabic monastery of Santiago de Peñalba (Leon/ Spain). Dated at least from the first years of the 10th century, and very likely from the 9th century. (Many thanks to regretted Dr Ricardo Calvo)

Pieces from San Rosenda de Celanova (province of Orense, Galicia, Spain), rock crystal, 10th c.

Pieces from San Millan de la Cogolla (La Rioja, Spain), rock crystal, 10th c. 

The Ager set: Mozarab chess set, rock-crystal, Museu de Lleida Diocesa I Comarcal, Spain, late 9th c - beg. 11th c.

 King and Queen from the same set found at church of San Pere of Ager near Urgel, Catalonia, beg 11th c.

Knight found in Europe (where?) and made in arabic style, 8th-9th c. (!?) according to C. Schafroth , ivory, Musée du Louvre, Paris

 Scandinavian Knight, ivory,
9 / 10th c., Musée de Cluny, Paris
 

Rook, from castel of Freteval, Loir et Cher, France (thanks to François Houdebert).

Same piece with a better view to this strange face on the side 

Chariot, deer bone or antler,
10th c., found at Loisy,
Musée des Ursulines,Mâcon

 
 King (?), deer bone or antler,
10th c., found at Loisy,
Musée des Ursulines,Mâcon

 Rook, deer bone,
978-1070, Pineuilh, Gironde, France

Kneeled piece (Pawn?),
978-1070, Pineuilh, Gironde, France

Rook, rock-crystal,
Late 9th - beg. 11th c.,
Domschatzkammer, Osnabrück

 Queen, hazeltree wood,
1008-1010, Paladru Lake
Colletière, Charavines, Isère, France
 

Aufin (Bishop), wood,
1008-1010, Paladru Lake
Colletière, Isère, France

Rukh (Rook), bone,
1008-1010, Paladru Lake
Colletière, Isère, France

 Italian Chess pieces, bone with ivory topping, late 10th c., found at Venafro, Campania, Italy and once considered the oldest European pieces, Museo archeologico di Napoli . Read a paper (in Italian) from Gianfelice Ferlito

 Whale bone chessmen,
Late 11th c., found at Witchampton, Dorset

Chess piece from a private collection. Bone. Maybe a King or a Queen. See beside for more views. Estimated 11th c.collection
(Collection Nicolas Devigne)

 
Scandinavian Chess pieces,
bone, Beginning 11th c. (or 12th?),
Nuremberg, Germanisches Nationalmuseum

Scandinavian Knight, Bishop, Pawn,
deer bone, Beginning 11th c.,
Nuremberg, Germanisches Nationalmuseum

 South Italian Elephant,
elephant ivory, Late 11th c.,
Musée du Louvre, Paris

 From a Byzantin wreck, wood?, Serçe Limani, Anatolian coast (Turkey), 11th c.

 Scandinavian or German Chessmen, deer bone, found at Ilot des Deux-Bornes, around Noyon, Oise
Beg 12th c., Musée du Noyonnais, Noyon, France

Osnabrück set, wrongly said "Charlemagne" (another one!), 12th c, rock-crystal. 

 Scandinavian Chess pieces: Knight, King, King and Rook
Museo Nazionale del Bargello, Florence, Italy  

King, ivory,
11th c., South of Italia
Musée du Louvre, Paris  

Rook (Tower), ivory,
late 11th c (or 14th?).,Italy
Museo Nazionale del Bargello,
Florence, Italy

King, ivory
12th c, France
Museo Nazionale del Bargello, Florence, Italy

The "Charlemagne set", elephant ivory, South Italia, Late 11th c,
Bibliothèque Nationale - Cabinet des Médailles, Paris
 

 South Italian Kings, black and red, front and back-side
elephant ivory, beg. 12th c.,
Museo Bargello, Florence, Italy 

South Italian Vizier, elephant ivory,
Beginning 12th c., Bibliothèque Nationale - Cabinet des Médailles, Paris 

 Queen, Spain, an Kings, ivory, 12th c.,
Wlaters Art Museum, Baltimore, USA

South Italian Queen, ivory,
Beginning 12th c., Staatliche Museen zu Berlin - Preussischer Kulturbesitz, Skulpturensammlung

Two Knights, French art 12th c.,
Museo Bargello, Florence, Italy

German King, bone or antler,
found at Dorf Langenbogen near Mansfeld (Saxony)
Mid 12th c., ex-von Hirsch coll. 

 Scandinavian Kong, whale ivory,
Late 12th c., Musée du Louvres, Paris

The "Lewis set", King, Queen, Bishop, Knight, Warder, Pawn., walrus tusk
Scandinavian (Trondheim ?), Mid 12th c, British Museum, London

Islamic-style Elephant (Bishop), Spain or Sicily, 12th c., ivory
The Metropolitan Museum of Art

Alfil (Bishop), wrongly announced as a Knight, castel of Metaplana, circa Ripoll, Catalunya, Spain, 13th c., ivory, (thanks to Alejandro Melchor)

The same piece and a dice, castel of Metaplana, circa Ripoll, Catalunya, Spain, 13th c., ivory (thanks to Alejandro Melchor)

 
 Chessmen excavated from river Thames, England, 13th c : bone King, wood King, unidentified (Queen?), Bishop on top. Bishop, bone King side and above view showing the hollow..

 Scandinavian Bishop, walrus ivory,
Beginning 13th c., Copenhagen,
Nationalmuseum (The holes in
the eyes were filled by jewels)

Knight, walrus ivory,
England, 13th c.
Ashmolean Museum, Oxford, England 

 
Queen on horseback, walrus ivory,
Denmark, 13th c.
Nationalmuseum, Copenhagen

 
King or Queen (?), Yorkshire, England, 14th c.

 Bishop, ivory,
14th c., Germany
Bayerisches Nationalmuseum
Munich, Germany  

 King (I doubt, it should be a Queen), ivory, 14th c., Danmark
Copenhagen, Nationalmuseum

 Queen on horseback, walrus ivory,
Denmark, 14th c.
Nationalmuseum, Copenhagen

 Wooden Queen known as the "Bryggens Madonna" which has shrinked since it has been exposed to air, Bergen Museum, Norway

 The "Bryggens Madonna" photographied just when it has been exhumed from damp layers.
14th c., Bergen, Norway

King, ivory, front and back-side
from Ravenne, Italy
13th c., Museo Bargello, Florence, Italy

Common bone chess set from 14th c., Scandinavia, Musée National du Moyen-Âge, Cluny, France

Bishop, walrus tusk, Northern Europe, 14th c.
Staatliche Museen zu Berlin

Knight, Northern Europe, 14th c.
Staatliche Museen zu Berlin

King, ivory, Germany, 14th c.,
private collection

Bishop, walrus tusk, Germany, 14th c.,
Staatliche Museen zu Berlin

Bishop, ivory, Southern Germany, 14th c.,
Staatliche Museen zu Berlin