Interestingly enough BadAim, what you say is one of the things FSX does well, despite its other shortcomings (apparently there's some funkiness in the FMs, especially in helicopters).
The default aircraft are usually sparse, but even if you download a freeware add-on that doesn't have the ingame checklists, you can add them yourself. All it takes is typing up a .txt or .html file, name it under the convention recognised by the sim and drop it in the aircraft's folder and you have ingame checklists.
On payware add-ons it goes way beyond that. There are pop-up panels that not only give you checklists, but in some cases include commands for hard to reach switches, permit you to interract with the crew in bigger aircraft and so on. Take a look at some videos of the A2A simulations B17 and you'll know what i mean.
Generally speaking if the sim has html/txt/xml compatibility, people can create all sorts of interesting documentation and interface options on their own.
Yeah, i guess we did get derailed, but it's for a good cause (or because we're so keen on talking flight sims). So, back to cooling.
