Binary decision diagrams can compactly represent vast sets of states, mitigating the state space explosion problem in model checking. Probabilistic systems, however, require multi-terminal diagrams storing rational numbers. They are inefficient for models with many distinct probabilities and for iterative numeric algorithms like value iteration. In this paper, we present a new symblicit approach to checking Markov chains and related probabilistic models: We first generate a decision diagram that symbolically collects all reachable states and their predecessors. We then concretise states one-by-one into an explicit partial state space representation. Whenever all predecessors of a state have been concretised, we eliminate it from the explicit state space in a way that preserves all relevant probabilities and rewards. We thus keep few explicit states in memory at any time. Experiments show that very large models can be model-checked in this way with very low memory consumption.