When transferring a large file over network, its likely that the file is broken into packets and then transferred. The underlying network protocol, lets consider the case of TLS/SSL, it generates MACs for the individual packets, the receiving party compares the MAC and is guaranteed that the MAC of individual pieces are correct. Does this ensure that the complete file on transfer is not corrupt, assuming no packet/chunk is lost on wire?
The MAC in SSL/TLS is computed over the combination of the record payload and a sequence number, thus ensuring that records are all received, with no missing, out-of-order or duplicated record. The connection is also terminated with an explicit
close_notify alert, which is itself part of the protected records, thus cannot be faked by attackers.
See the standard, section 188.8.131.52:
The MAC is generated as: MAC(MAC_write_key, seq_num + TLSCompressed.type + TLSCompressed.version + TLSCompressed.length + TLSCompressed.fragment); where "+" denotes concatenation. seq_num The sequence number for this record.
As in the other answers, SSL/TLS protects against corruption or tampering of the file in transit.
However, it's still possible for the file to be corrupted in memory or on disk at either end, so for critical data (firmware comes to mind, where a wrong bit could brick a device), checksumming is still a very good idea - but not a 'security' issue as such.