Wine and cheese have always been a natural pair. Maybe it's because of the ageing processes they both undergo, or maybe it's because of the proximity of the production locations. For me it's always been because I want something with a distinctive flavor to munch on along with my wine. I tend to mix and cross-match my cheeses with wines in no particular order, but people who have studied the flavors of both wines and cheeses tell us there are definitely 'correct' pairings in the same way foods pair with wines.
Having not studied in that way, I say "HA! I'll have what I want with whatever I like." I know that's an unsophisticated approach, and I would bet yours is more sensible. For those of us who want to take a more enlightened approach, here's a chart that can help guide you on your next wine and cheese pairing.