Assuming that your database contains single column called
MaritalStatus
which can accept comma separated values, see if below code helps you:
string status= string.Empty;
foreach (ListItem item in this.CheckBoxList1.Items)
if (item.Selected)
status += item + ",";
SqlCommand cmd = new SqlCommand("Insert into Demo values('" + status+ "')", cn);
cn.Open();
int iCount = cmd.ExecuteNonQuery();
cn.Close();