Check all checks, is the shorthand advice
Check all checks And captures is the more complete advice
lots of times we get so excited over the things we can do and get caught up with what we have in mind that we forget
a) what our opponents can do
b) what else we can do (that we hadn't imagined before)
2 examples are what a friend of mine missed the other night

in this position my friend (with the black pieces) had a very strong position with an almost certain win (with the extra Bishop)
and tried to rush the win
the idea being to capture white's b AND c-pawns ... and then push her own b-pawn (protected by the Rook), get a queen
and here we see what I think she had in mind

and here being white's move - who has the choice of fighting against Queen and Rook or
it will cost a Rook to either stop her getting a Queen or from this position only able to exchange Rooks
looks good, stopping the pawn ?
but no - black gets there in time
So - that's what my friend though, and didn't notice white's Rook had moved (from c7 where there was no annoying check) to b7 where there was (a check))
and so she took the b-pawn,
this should have left an even-game

but as so often happens - after happens after such a slip
after playing 18 more very good moves a very bad mistake lost the game
black got so excited by getting the Queen ! !
what was missed ? what moved that white could make white was missed by black ??
..


white decide to push the Queen around - but did not check where it might go ! !