Basic spellchecker with File I/O
In python your spell_check function could, and should be written like this:

def spell_check(word, english):
    return word if word in english else None




Dict and sets has there differences, one being that membership testing is faster with sets, they also consume less memory, which will be important for the efficiency of your program. 

So a pythonic way of defining "english" would be something inline with:

with open("wordlist", "r") as f:
    english = {word.strip() for word in f}


you could still define the set above for readability. 



Now that you have a set that you could use for membership testing, I think it's remove the function spell check, since it adds a line of code and somewhat obscures the program. If it did something more then checked for membership, sure, bur right now, no. 

In that case, you could remove the third for loop and create a generator to let the program deal with only one word at the time and further reduce memory usage. 

with open("check", "r") as f:
    with open("output", "w") as output:
        wrong = (x.strip() for x in f if x.strip() not in english)
        for key, word in enumerate(wrong):
            output.write("{}: {}\n".format(key, word))


what happens here is that the two files are open at the same time, and since wrong is a generator, it will read one line, in this case word, at the time. If the currently written word is in english it yield it and write it to the file. 

Pythons enumerate builtins purpose is for these kinda situations, where you want to iterate over something while still keeping track of the rounds. 



You should also make it a habit to protect your main function by, 

if __name__ == '__main__':
     main()


to avoid executing self written programs when importing them.

Putting it all together:

def main():

    with open("wordlist", "r") as f:
        english = {word.strip() for word in f}

    with open("check", "r") as f:
        with open("output", "w") as output:
            wrong = (x.strip() for x in f if x.strip() not in english)
            for key, word in enumerate(wrong):
                output.write("{}: {}\n".format(key, word))



if __name__ == '__main__':
    main()