I live in Canada. My husband, the petitioner, lives in the US and has filed his I-864 some time ago. We thought everything was okay with that. Maybe it is but now we're not sure. I, the beneficiary, filed my DS-230 a month or so ago with the NVC and was anxiously awaiting a date for my interview in Montreal. Well, yesterday I received a letter from the NVC saying that they had reviewed it and there was missing information. What they want is a response to the checklist for the I-864. I have no idea what this is, where you find it, what it looks like, etc. etc. Do I have to file my own I-864? Does this checklist apply to my husband in the US who already has sent his I-864? Was I supposed to get some kind of checklist form with my DS-230 packet that pertained to the I-864 by husband submitted? I've emailed the NVC already with this question but I know I won't receive a reply from them until sometime next week. Can someone help me?

You read the instructions that come along with the downloaded form I-864.
You also read the instructions that came with the specific packet from NVC relating to your AoS which is the responsibility of the PETITIONER to submit.
Additional information (which can prove to be very valuable) can also be obtained by reading James' shortcuts pinned at the top of this forum.

You do not have to file an I-864; it's an affadavit of support and the petitioner/sponsor fills it out, not the beneficiary (you).

It sounds as if his I-864 is missing supporting documents, or maybe it wasn't signed. There is nothing for you to do here; it is up to your husband to correct the problem. Did they say specifically what items were missing?

This is a link to the I-864 form itself; it includes the several pages of instructions:

http://www.uscis.gov/files/form/I-864.pdf

It can simply mean that NVC has not finished reviewing the I-864 that your husband mailed to NVC. However, if NVC asked for any additional paperwork regarding I-864 or if your I-864 is imcomplete, then have your husband take care of them right away.