$('.theClass:checkbox:checked') will give you all the checked checkboxes with the class theClass.

$('input:checkbox.class').each(function () {
       var sThisVal = (this.checked ? $(this).val() : "");
  });

An example to demonstrate.

:checkbox is a selector for checkboxes (in fact, you could omit the input part of the selector, although I found niche cases where you would get strange results doing this in earlier versions of the library. I'm sure they are fixed in later versions). .class is the selector for element class attribute containing class.

Obligatory .map example:

var checkedVals = $('.theClass:checkbox:checked').map(function() {
    return this.value;
}).get();
alert(checkedVals.join(","));