Chloe is worth mentioning simply to quote one of the film's classic lines:
NARRATOR: Chloe looked the way Meryl Streep's skeleton would look if you made it smile and walk around the party being extra nice to everybody.
She's also the only other named female character in the movie besides Marla. (Fight Club definitely fails the Bechdel test.) Chloe is a person in a support group for a legitimate reason, like Bob. And, like Bob, she dies. Marla tells our narrator this, but he doesn't really seem to care. He's too busy dealing with his own problems, as he has from the very beginning.