Nobody knows for sure just when or where cheese making originated. The practice is closely related to the history of the domestication of milk-producing animals (particularly sheep) which began about 8 to 10,000 years ago but its true origins are perhaps forever shrouded in mystery. We do know that by the time of the Roman Empire, cheese making had become a widespread and highly-varied process practiced throughout Europe and the Middle East. Of course, as with many cultural innovations; Rome had a hand in further spreading cheese making techniques across its vast empire during its time as a trading super-power (not to mention its ability to affect the relocation of entire populations). Cheese is mentioned in ancient Greek mythology and evidence of cheese making has been found on Egyptian tomb murals dating back over 4000 years. It is interesting to note though, that many of the popular cheeses we eat today (such as Cheddar, Parmesan and Gouda) are relatively new to the cheese story, having only appeared in the last 500 years or so.
It is possible (but by no means certain) that cheese was discovered accidentally from the practice of storing milk in containers made from the stomachs of animals. In this scenario, rennin, an enzyme in stomach lining caused the milk to separate into curds and whey. Another possible explanation for the discovery of cheese stems from the practice of salting curdled milk for preservation purposes. Regardless of the origins of cheese, it is clear that by the time of Julius Cesar; literally hundreds of varieties of cheeses were being produced and traded across the Roman Empire and beyond.

Cold Cheese Storage in Switzerland

Still, cheese has never been a worldwide phenomenon. While cheese production flourished early in Europe and the Middle East, in places such a North and South America, the art of cheese making was completely unknown and didn't appear until much later when it was introduced by European emigrants.
European expansion and later American influences are also generally credited for introducing cheese to much of Asia though cheese is still not considered a usual staple in the regular diet of most Asian cultures. European influence aside, there is also evidence that, while not a typical Asian food, at least one type of cheese called "rushan" has been produced in China since the time of the Ming Dynasty and is a staple in the diets of the Sani and Bai peoples of China to this day. The Tibetans and Mongolians also have a long history of producing cheese and may have had an influence in Chinese cheese making.

For most of the history of cheese making, the industry has been predominately an at-home or on-the-farm industry. This started to change around the time that the first cheese producing factory came online in Switzerland in 1815 but it wasn't until cheese making came to America that the mass-production of cheese in factories really took off.