Question

JSFIDDLE

$(document).ready(function() {
    $(".chk").click(function() {
        $(".chk:checked").each(function() {
           $("."+this.id).show();
        });       
        $(".chk:not(:checked)").each(function() {
           $("."+this.id).hide();
        }); 
        // give a message if nothing left to show       
    });  
}); 

<label>
    <input class="chk" type="checkbox" checked="checked" id="course">Courses
</label> 
<label>
    <input class="chk" type="checkbox" checked="checked" id="morning">Morning
</label> 
<label>
    <input class="chk" type="checkbox" checked="checked" id="evening">Evening
</label> 
<ul>
    <li class="courseBox course">Course</li>
    <li class="courseBox course evening">Course, Evening</li>
    <li class="courseBox morning">Morning </li>
</ul>​

How do I most elegantly know if all the affected divs were hidden?

---

UPDATE: If you need to check after a fadeOut, you need to put the check in the callback:

$(".chk:not(:checked)").each(function() {
  $("."+this.id).fadeOut(function() {
    if (!$('.courseBox:visible').length) {
      alert('all are hidden');
    }
  });
}); 

Answer 1

if (!$('.courseBox:visible').length)
    alert('all are hidden');

http://jsfiddle.net/JrAhR/6/