well, depends where you are 🙂
You can find the bank where the check is from (i.e. the account it is linked to), and cash it there. If you do this, they usually wont charge you a fee.
You can also look for places which do on the spot cash checking, some gas stations/convenience stores offer this. You will however be charged an arm and a leg (some stupidly high percentage)
Also, you can find a friend who has a bank account and sign the cbeck over to him and ask him to cash it for you.