Hi ashraft1,

Refer below sample and also refer below link. I have take reference to below link and created below sample.

Split and convert Comma Separated (Delimited) String to Table in SQL Server

SQL

CREATE PROCEDURE FilterGetCustomers
	@Country VARCHAR(MAX) = NULL
AS
BEGIN
	SELECT 
			CustomerId,
			Name,
			Country
	FROM Customers 
	WHERE Country IN(
	SELECT Item FROM dbo.SplitString(@Country, ',')
	) OR @Country IS NULL
END

HTML

<asp:CheckBoxList ID="chkCountry" runat="server" AutoPostBack="true" OnSelectedIndexChanged="Search">
    <asp:ListItem Text="United States" Value="United States"></asp:ListItem>
    <asp:ListItem Text="India" Value="India"></asp:ListItem>
    <asp:ListItem Text="France" Value="France"></asp:ListItem>
    <asp:ListItem Text="Russia" Value="Russia"></asp:ListItem>
</asp:CheckBoxList>
<br />
<asp:Repeater ID="rptCustomers" runat="server">
    <HeaderTemplate>
        <table>
            <tr>
                <th>
                    CustomerId
                </th>
                <th>
                    Name
                </th>
                <th>
                    Country
                </th>
            </tr>
    </HeaderTemplate>
    <ItemTemplate>
        <tr>
            <td>
                <asp:Label ID="lblCustomerId" runat="server" Text='<%# Eval("CustomerId") %>'></asp:Label>
            </td>
            <td>
                <asp:Label ID="lblName" runat="server" Text='<%# Eval("Name") %>'></asp:Label>
            </td>
            <td>
                <asp:Label ID="lblCountry" runat="server" Text='<%# Eval("Country") %>'></asp:Label>
            </td>
        </tr>
        <br />
    </ItemTemplate>
    <FooterTemplate>
        </table>
    </FooterTemplate>
</asp:Repeater>

Namespaces

C#

using System.Data.SqlClient;
using System.Data;
using System.Configuration;

VB.Net

Imports System.Data.SqlClient
Imports System.Data

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        BindGrid("");
    }
}

private void BindGrid(string country)
{
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand("FilterGetCustomers", con))
        {
            cmd.CommandType = CommandType.StoredProcedure;
            cmd.Connection = con;
            if (!string.IsNullOrEmpty(country))
            {
                cmd.Parameters.AddWithValue("@Country", country);
            }
            using (SqlDataAdapter sda = new SqlDataAdapter())
            {
                sda.SelectCommand = cmd;
                DataTable dt = new DataTable();
                sda.Fill(dt);
                rptCustomers.DataSource = dt;
                rptCustomers.DataBind();
            }
        }
    }
}

protected void Search(object sender, EventArgs e)
{
    string condition = string.Empty;
    foreach (ListItem item in chkCountry.Items)
    {
        condition += item.Selected ? string.Format("{0},", item.Value) : "";
    }
    BindGrid(condition);
}

VB.Net

Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        BindGrid("")
    End If
End Sub

Private Sub BindGrid(ByVal country As String)
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As SqlConnection = New SqlConnection(constr)
        Using cmd As SqlCommand = New SqlCommand("FilterGetCustomers", con)
            cmd.CommandType = CommandType.StoredProcedure
            cmd.Connection = con

            If Not String.IsNullOrEmpty(country) Then
                cmd.Parameters.AddWithValue("@Country", country)
            End If

            Using sda As SqlDataAdapter = New SqlDataAdapter()
                sda.SelectCommand = cmd
                Dim dt As DataTable = New DataTable()
                sda.Fill(dt)
                rptCustomers.DataSource = dt
                rptCustomers.DataBind()
            End Using
        End Using
    End Using
End Sub

Protected Sub Search(ByVal sender As Object, ByVal e As EventArgs)
    Dim condition As String = String.Empty
    For Each item As ListItem In chkCountry.Items
        condition += If(item.Selected, String.Format("{0},", item.Value), "")
    Next
    BindGrid(condition)
End Sub

Screenshot