When should types of cheese be capitalized?

Proper names are capitalized. That generally includes trademark and copyright names - so-called brand names. It also includes most "official" bodies, such as government institutions. It also includes names of people and animals.

A company can also prefer to capitalize some name it uses that is not trademarked or copyrighted (this includes some brand names). But whether others follow suit when using that name is less likely than in the case of a trademark or a copyright.

Look up proper name for a complete definition. You can also google for rules of English capitalization, which include when and whether titles are capitalized, for instance.

Cheese is not special in this regard (as far as I know).

'Proper names are capitalised' doesn't really help much here, as it merely pushes the question back a little: 'Is C/cheddar a proper noun/adjective in C/cheddar cheese? At all times?'

The fact is that there is a process known as 'genericisation' (see this thread) in which once obviously proper nouns etc become assimilated into the general lexicon. Thus we 'hoover the carpet with a hoover'; the Hoover company were probably aghast to see their name applied to other manufacturers' products.

Essentially, one can only check in individual cases. Be aware that the Biro company threatened litigation against people using the uncapitalised four-letter word.

Cheddar is a place in England. Cheddar makes cheese. It is therefore Cheddar cheese. Kentucky is a place in the US. Kentucky makes bourbon. It is therefore Kentucky bourbon. There is no sensible reason for NOT capitalizing Cheddar.

Cheddar is a place in England. Cheddar makes cheese. It is therefore Cheddar cheese. Kentucky is a place in the US. Kentucky makes bourbon. It is therefore Kentucky bourbon. There is no sensible reason for NOT capitalizing Cheddar.

The example of bourbon whiskey is mischosen, since bourbon is named for Bourbon County, Kentucky. If all foodstuffs named for places are to be capitalized, then "Kentucky bourbon" should be "Kentucky Bourbon," yet as the previous commenter's post itself demonstrates, it is not always so rendered. One sensible reason for NOT capitalizing Cheddar (or Bourbon) might be that it has ceased to be conventional to do so.