If you use any type of precision tools, they should definitely have their calibration checked periodically. Usually the manufacturer will state a recommended calibration interval and sometimes the interval is specified in an ISO or other certification to which your company conforms. In any case it is always advisable to check the calibration on some interval to be sure that you are actually achieving the results that the instrument is capable of achieving.
We sell laser alignment tools manufactured by Pruftechnik. In the case of our laser alignment systems, it is recommended that the calibration be checked every two years. While it is true that the vast majority of the systems sent in for calibration have absolutely nothing wrong with them and require nothing more than a calibration check, I have seen many times that when a unit fails calibration the end user will comment that they were just using the tool the day before they sent it in and it was working fine. Normally when there is a problem with the calibration, the tool will be very difficult to use, but that is not always the case.
You can look on the back of the systems receiver for a round sticker that has a year in the center and a little arrow pointing to a month on the outside edge. This year and month are the expiration for the current calibration and the date that a new calibration check is suggested. If your unit is due for a check you should have it done at your earliest convenience.