yes, this is possible, but it is not supported and it will take some hand coding to accomplish.
on the checkout page and a checkbox to choose pay by check
the checkbox value will post to the confirm page. On the confirm page, capture that value in a session variable.
You then need to add an if statement around the code that passes to the payment gateway so it will only go to the gateway if the pay by check is not selected. you also need to code how to handle the pay by check options being selected. if your not comfortable with writing the code, you may want to post in the job board to see if one of the community members would like to take this project on.