SQLite Foreign Key

You still have to create the column checklist_id INTEGER before you add it as a Foreign key.

So it would be:

CREATE TABLE 
    checklist (
        _id INTEGER PRIMARY KEY AUTOINCREMENT, 
        checklist_title TEXT,
        description TEXT,
        created_on INTEGER, 
        modified_on INTEGER
    );

CREATE TABLE 
    item (
        _id INTEGER PRIMARY KEY AUTOINCREMENT,  
        checklist_id INTEGER,
        item_text TEXT, 
        item_hint TEXT, 
        item_order INTEGER, 
        created_on INTEGER, 
        modified_on INTEGER,
        FOREIGN KEY(checklist_id) REFERENCES checklist(_id)
    );