I am just starting to get into cheese, but I found this chart to be helpfull. Wine type is on the left.

Asti Spumanti - baby swiss
Beaujolais - US brie, feta, muenster
Bordeaux - havarti
Cabernet Sauvignon - US brie, camembert, strong cheddar, Danish blue
Champagne - vintage brie, mild cheddar, chevre, colby, edam, gouda
Chardonnay - mild cheddar, gruyere, provolone
Chenin Blanc - camembert
Gewurztraminer - boursin, caraway, chevre, swiss
Madeira - bleu
Riesling - cheshire, colby, edam, gouda, monterey jack
Rioja - strong cheddar, havarti
Sancerre - goat cheese
Sauternes - gorgonzola
Sauvignon Blanc - strong cheddar, gruyere
Sherry - bleu
Sherry, sweet - vintage brie
Port, Tawny - bleu, roquefort, stilton
Vouvray - goat cheese
White Zinfandel - cream cheese
Zinfandel - muenster