BEECH 1900D FLC MADE TWR FLY-BY FOR GEAR DOWN CHK PRIOR TO LNDG AT DEST BECAUSE THE GEAR HAD NOT RETRACTED AFTER TKOF.

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APR/TUE/02 FLT DEPARTED FROM RDU TO ORF. RDU TWR CLRED US FOR TKOF RWY 23L AND TURN L HDG 180 DEGS. AFTER ROTATION AND A POSITIVE RATE CLB; I PUT THE LNDG GEAR HANDLE UP. TWR SAID TO TURN L 180 DEGS AND CONTACT DEP. WE FLEW THROUGH 1500 FT AND I (PNF) DID THE AFTER TKOF CHKLIST; WHICH CONSISTED OF SETTING CLB PWR; GEAR UP; FLAPS UP; PRESSURIZATION CHKED AND TCASII SET. AT THAT TIME; I DIDN'T NOTICE THE 3 GREEN LIGHTS. I MAY HAVE PASSED THAT ITEM ON THE CHKLIST (GEAR UP) WHILE CLBING MY FO (PF) WAS CLBING AT 160 KTS. WE CONTINUED TO CLB FOR THE NEXT 15-20 MINS. THE FO NOTICED THE CLB PERFORMANCE. WHEN HE NOTICED THAT I LOOKED DOWN AND SAW THE LNDG GEAR DID NOT COME UP; WE STILL HAD 3 GREEN LIGHT INDICATIONS AND THE LNDG GEAR HANDLE WAS UP. THE FO AND I TROUBLESHOT THE SIT OF WHY THE GEAR WAS NOT UP. WE CYCLED THE GEAR AND GEAR STILL DIDN'T COME UP. WE DECIDED WE SHOULD LEAVE THE GEAR DOWN BECAUSE IF WE RETRACTED THE GEAR IT MIGHT NOT EXTEND LATER FOR LNDG. I THEN CALLED OPS TO CALL MAINT TO EXPLAIN OUR SIT. SOME TIME WAS SPENT WAITING FOR A RESPONSE. MAINT DID COME BACK AND SAID TO DO A FLY-BY BY THE TWR TO MAKE SURE THE GEAR WAS DOWN. AT THAT TIME; AFTER TROUBLESHOOTING AND TALKING WITH MAINT; WE CONTINUED TO ORF. I DID THE IN-RANGE CHKLIST; AND I ALSO INFORMED OUR PAX OF THE PROB ABOUT THE LNDG GEAR. WE WENT FLAPS 17 DEGS AND LATER FOLLOWED BY THE GEAR DOWN BEFORE LNDG CHKLIST. WE FLEW BY THE TWR AND THE TWR SAID THE GEAR WAS DOWN. I ASKED IF HE COULD HAVE THE FIRE TRUCKS STANDING BY. I ALSO TOLD HIM WE HAD 7 SOULS AND 1700 LBS OR 1600 LBS OF FUEL. WE CIRCLED FOR A R DOWNWIND LNDG RWY 5. WE WERE ON FINAL FOR RWY 5; FLAPS WERE SELECTED 35 DEGS. MY FO LANDED THE AIRPLANE AND TAXIED THE PLANE STRAIGHT IN TO THE GATE AREA WHICH WAS LESS THAN 50 YARDS. ALL THE PAX DEPLANED. I ASKED EACH INDIVIDUAL PAX IF THEY WERE OK. EACH PAX SAID YES THEY WERE OK. A LESSON THAT WAS LEARNED DURING THIS FLT WAS CHKLIST -- IF YOU'RE INTERRUPTED BY A CTLR; YOU SHOULD START OVER. IF THAT INDICATION WAS FOUND EARLIER; I WOULD HAVE DEFINITELY RETURNED TO THE FIELD. I BELIEVE THE PROB WAS ME NOT NOTICING THE 3 GREEN LIGHTS DURING THE AFTER TKOF CHKLIST.