Try playing around with the style of the HTML div. This might work.
html.Div([
dcc.Checklist(
options=[
{'label': 'New York City', 'value': 'NYC'},
{'label': 'Montréal', 'value': 'MTL'},
{'label': 'San Francisco', 'value': 'SF'}
],
value=['MTL', 'SF']
), style={"width": '10%', 'display': "inline-block"}
])