I also think that a very similar question has been asked before, I think first here: https://mathoverflow.net/questions/27967/decidability-of-chess-on-an-infinite-board/63684
Here is my updated and modified opinion.
I think the problem is not solved completely, but the answer is almost surely yes. I do not have a proof for chess, as I lack the ability to design certain configurations but I think they must exist. And even if they don't, for some chess-like game they certainly do which shows that the attempts to prove decidability should be incorrect. Later I realized that there is a very similar argument to mine here: http://www.redhotpawn.com/board/showthread.php?threadid=90513&page=1#post_1708006 but my proof shows that in fact two counters are enough and maybe mine is more detailed.
The reduction relies on the notion of a stack machine. A stack machine with only two stacks using a stack alphabet of only one letter can simulate any Turing-machine. (Some people would call this deterministic finite automaton with two counters.) So our goal would be to simulate any such machine with a chess position. I can see two ways for this.
i, Build two separate configurations, such that both have a starting part and a moving part that can change (to store the state). Also, the moving parts would be connected, eg. by rooks, which could checkmate, if released, so this is why if one states moves 1, the other has to move k, and so on.
ii, Build a single configuration, that depending on its state, moves l horizontally and -k vertically. Also, place a rook at (0,0) that would never move but could guarantee that the configuration can "sense" when it gets back to an empty counter.
So all left to do is to design such configurations, which I guess should be possible with some effort and knowledge of chess. Also, note that in both cases the construction uses a piece whose range is not bounded, I wonder if this is really necessary. As a first step, I proposed to give a position equivalent to the Collatz conjecture: