I needed some small, compact, simple check valves for an engine project, so built a couple types which, with minor modifications, should work well for most fluids.
Parts (shown in photo):
I bought all the parts at my local Ace Hardware, everything is commonly available except maybe the ball bearing balls.
You can visualize how this works from the photo. With the parts assembled, the spring holds the ball against the inside opening of the connector, preventing flow in that direction; to the left in photo. However, fluid pressure in the other direction will compress the spring and allow flow.
The parts shown are for 1/4" copper tubing, using compression fittings. Using the basic concept (internal ball check), a similar check valve could be made for larger copper tubing. You could also substitute hose fittings for the tubing connectors.
You would use this design if you felt you needed an internal spring to make a positive, tight shut off. But think about this:
Now that I have said all that, the next step will describe a similar check valve but without the spring.