For a dog what does an annual check-up consist of?

Generally they take temps, listen to the heart, feel all over the animal, check range of motion in the legs (that's what they are doing when they pick up the leg and flex or bend it), check the eyes and ears, give any required vaccinations, check for worms/parasites, and ask the owners if there is anything unusual going on. That last bit is important, since you may have noticed something a little "off", and based on that they may want to pay more attention to a certain area. I'm a paranoid pet owner, so I do blood panels as well to establish baseline values and see if they have drifted since the last visit.

Basically everything froggy said! They check the temperature,check bone structure,worms,flies things like that.
When you phone to make an appointment they'll explain to you then what it involves

Thanks guys he was vaccinated and checked yesterday morning. Everything went great and he didn't react to the vacc's at all.

That's good to hear :-)