If a rogue is targeted by chain lightning and successfully evades the spell (with evasion) what happens to the other three bolts?
The other bolts target other creatures as normal
Evasion only prevents/reduces damage from from certain area of effect spells it does nothing to prevent other effects of them.
You create a bolt of lightning that arcs toward a target of your choice that you can see within range. Three bolts then leap from that target to as many as three other targets, each of which must be within 30 feet of the first target.
Note that the spell never says that any target must take damage for the lightning bolt to continue to the next target. Creatures simply need to be within a certain distance from each other and if they are, they get affected.
Thus, if the first creature manages to avoid damage by using evasion, it changes nothing for the other creatures that are targeted.
Three bolts then leap from that target
Implicit to any leaping is the assumption of hitting.
The question I would pose is:
How do they do these bolts leap from a target they don't hit?
I would say they can't.
There are no three bolts so nothing happens.
Unless the lightning hits something.
If the lightning goes past where the rogue jumps out the way and hits something or someone else then the three bolts would leap from that.
If the wording was the spell targets a point in space and the three bolts split from ther, then yes the three bolts would shoot off from that point whether a person was there or not.
The wording involves leaping from the target though.
I think it's unreasonable to assume it jumps from a target that isn't where the lightning goes.
To put it another way. I think this works as a line. It hits something and splits. It will usually hit something and this is deliberately-vague-interpreted 5e so it's the exception you need to think about. The rogue's rule-bending ability enables him to be somewhere else. It misses him so it carries on being a line until it hits something.
Fwiw i think this is kind of the "obvious" intent but maybe this is because it's how spells with the same name work in other systems.
But for doubters.
Contrast the wording of fireball:
A bright streak flashes from your pointing finger to a point you choose within range and then blossoms with a low roar into an explosion of flame.
Where you pick a point.
To chain lightning:
You create a bolt of lightning that arcs toward a target of your choice that you can see within range. .. A target can be a creature or an object
Which itself defines what is meant by a target. That is not a point in space.