gistfile1.aw

<?php

function my_module_form($form, &$form_state) {
  $form['sample_field'] = array(
    '#type' => 'checkboxes'
    '#title' => 'Sample',
    '#options' => array('test' => 'Test')
  );

  $form['select_box'] = array(
     '#type' => 'select',
     '#title' => 'Select a value',
     '#options' => array('value1' => 'value 1', 'value2' => 'value 2'),
     '#ajax' => array(
       'wrapper' => 'wrapper_id',
       'callback' => 'my_module_ajax_callback'
     )
  );

  $form['wrapper'] = array(
    '#markup' => '<div id="wrapper_id"></div>'
  );

  return $form;
}

function my_module_ajax_callback($form, $form_state) {
  // this returns a field, but no checkboxes
  // if I switch to select, it works
  return array(
    '#type' => 'checkboxes',
    '#title' => 'Checkboxes',
    '#options' => array('asdf' => 'ASDF')
  );
}