The grass that cows eat contain beta-carotene (also found in carrots and sweet potatoes). Milk is whiter in the winter, and can take on a light-yellow tint in summer when the grass is richer. In order to standardize the color so that it was the same year-round, cheese producers began dying the cheese orange. And that's how America is familiar with cheese today.
Usually cheese is dyed using annatto, which is a flavorless yellow-red dye made from the seeds of an Annatto tree.
America's favorite cheese singles are made with annatto and yellow dye; their favorite blue box of macaroni and cheese is dyed with Yellow 5 and Yellow 6. While these were approved by the FDA, they are synthetic chemicals. They are linked to ADD and ADHD in children. I avoid foods made with artificial dyes.
Rennet is another ingredient used to make cheese. Organic Valley lists it as "dairy cultures;" others will call it enzymes. Rennet is a complex of enzymes from the stomach of a cow. It coagulates, or congeals, the milk so it separates into curds (solid) and whey (liquid). I won't put a picture up because it looks gross.
Animal rennet is usually the rennet you'll find in cheese, but there is also vegetable rennet, microbial rennet, and, of course, genetically engineered rennet. Because animal rennet can go by other names on a package of cheese, vegetarians have to be careful about which cheeses they eat.
Shredded cheeses will also have an anti-caking agent to keep it from clumping together. Usually this is in the form of cellulose, which is wood pulp! Does that sound like something you want to eat?Personally I buy blocks of cheese and grate them myself. Fresh-grated cheese tastes so much better!
The last unusual ingredient that you might find in cheese is natamycin. Natamycin is a mold inhibitor naturally occurring in fermented milk. It seems to me that vaccuum-sealing the packages would be enough to prevent mold. Sure enough, Organic Valley uses carbon dioxide or liquid nitrogen to eliminate oxygen and keep cheese fresh... basically, it's vaccuum-packed.
Foods labeled as organic can still contain these ingredients, so it's important to read labels to ensure you're buying something you actually want to eat.