The sketch is a fairly typical John Cleese and Graham Chapman set-piece. In essence, John Cleese attempts to purchase some cheese from the cheese shop "The National Cheese Emporium"; unfortunately the proprietor, Mr. Henry Wensleydale (Michael Palin, again playing the obstructive shopkeeper to Cleese's irate customer), appears to have not one single variety in stock, not even a morsel of Cheddar cheese, 'the single most popular cheese in the world'. The slow crescendo of bouzouki music in the background mirrors Cleese's growing anger as he lists various, increasingly obscure cheeses to no avail. The list comes to a bizarre conclusion with Cleese's desperate request for "Venezuelan Beaver Cheese", to which Palin replies: "Not today Sir, no". The secondary punch line of this sketch is when John Cleese, who at the beginning said he wasn't annoyed by the music, suddenly loudly interrupts the musicians and tells them to stop. Cleese becomes increasingly infuriated and asks the shop keeper if he has any cheese at all. He replies that he does. Cleese says that he's going to ask him that question again, and if he says no he's going to shoot him through the head. The main punch line, of course, is that there is no cheese in the shop; when Palin admits this fact, Cleese shoots him in the head, then says sadly to himself, "What a senseless waste of human life!" In the television programme, the sketch is revealed to be a teaser for Sam Peckinpah's Rogue Cheddar; this provides a link to further discussions of Peckinpah films, see Sam Peckinpah's "Salad Days". The commentator then discusses that "Rogue Cheddar" is one example from a genre of films known as "Cheese Westerns" --- a name that deliberately confuses the film genre Spaghetti Western with the Cheese Western omelette.
In the 2009 documentary "Monty Python: Almost the Truth — The Lawyers Cut," Cleese explained that the sketch originated from an incident during filming of the "Old Lady Snoopers" sketch — which, coincidentally, also appeared in episode 33. While filming the sequence in which Mrs. Neves purchases fruit cakes and macaroons on a lifeboat (a continuation of the "Lifeboat" sketch earlier in the episode), Cleese became ill on the rough seas, and vomited two or three times as he spoke his line. While driving home with Graham Chapman after filming, Chapman, who was a doctor, suggested that Cleese eat something. Cleese said he fancied a bit of cheese, so the two looked for a place to buy some. Passing a chemist's shop, Cleese said he wondered if it would have any. Chapman joked, "It'd be medicinal cheese; you'd need a prescription." That inspired an idea for a sketch about a man trying to buy cheese in a chemist's shop, but as they began to write it later, Cleese questioned the logic of the premise: Why would someone look for cheese at the chemist's? Chapman joked that the cheese shop didn't have any, and the "Cheese Shop" sketch was born.
During the writing process, Cleese remained uncertain of whether or not the sketch was truly funny; every few cheeses, he would ask Chapman, "Gra, is this funny?" to which Chapman, puffing on his pipe, would reply, "Yes, get on with it." When the sketch was read on front of the other Pythons, most of their reactions were subdued, but Michael Palin found it hysterical, laughing so hard he fell out of his chair. Realizing it had potential, the group agreed to do the sketch.
The sketch was reworked for The Brand New Monty Python Bok, becoming a two-player word game in which one player ("the Customer") must keep naming different cheeses, and the other player ("the Shopkeeper") must keep coming up with different excuses (otherwise "the Customer wins and may punch the Shopkeeper in the teeth").
The sketch was parodied in an episode of The Young Ones. Alexei Sayle rushes into a shop (also seeming to do a silly walk, paying homage to "The Ministry of Silly Walks" sketch) and asks if it is a cheese shop. Rik Mayall, the Palinesque proprietor, replies "No, sir." Alexei says, "Well, that's that sketch knackered then, innit?"
David Welbourn wrote an Interactive Fiction-version of the sketch, a small text adventure game called "Cheeseshop," in which the player can attempt to buy cheese at the shop. The game is available on the internet, at the Interactive Fiction Archive.
The "Asian Bride Shop" sketch in an episode of Goodness Gracious Me also pays homage to the Cheese Shop sketch in which the characters are Asian versions of Cleese and Palin and substitute the names of cheese types with descriptions of types of brides. At the end of the sketch another customer enters, complaining that his bride is dead, a reference to the Dead Parrot sketch.
Another pastiche was a script circulated in early 2004 which parodied the SCO v. IBM lawsuit. In the script, a judge, taking Cleese's role, inquires of the Palinesque attorney for The SCO Group as to the evidence he will be presenting for his suit, only to discover after a monotonous line of questioning similar to the original sketch that SCO has no evidence at all. The script was a sharp parody of the quality of the SCO lawsuit, implying that it was exceedingly frivolous.
Still another variation on the sketch appeared in an installment of The Order of the Stick (appropriately titled "It's Not A Gaming Session Until Someone Quotes Monty Python"), a webcomic satirizing Dungeons & Dragons. In this one, the cheese shop is replaced by a polearm shop, with the warrior Roy Greenhilt trying to get a replacement for his broken sword, and naming every polearm listed in the game. He expresses frustration that he is unable to purchase a weapon, admitting that if he could, he would use it to stab the shopkeeper. In the comic, the shop owner's cat deposits a dead parrot and a python next to the counter. The characters also briefly parody the Spam (Monty Python) sketch, with the Roy repeatedly including the Glaive in the names of polearms until the shop owner stops him saying, "I think you're drifting into another sketch, sir." 
The skit was also referenced in the "Weird Al" Yankovic song "Albuquerque". In this version, the main character attempts to buy donuts at a donut shop, with similar results. The scene ends when the shopkeeper reveals that all he has is a "box of one dozen starving, crazed weasels" which the main character purchases, opens, and is attacked by. 
The cartoon Histeria! uses a variation of the sketch to depict the Boston Tea Party, where an American sets up a fake tea stand in order to distract a British guard. Rather than simply being out, each time the guard asks for a type of tea, there is a splash heard off screen, and the American says they're out, implying that each particular tea had just been thrown into the harbour.
Forty-three cheeses are mentioned in the skit - Red Leicester, Tilsit, Caerphilly, Bel Paese, Red Windsor, Stilton, Emmental, Gruyère, Norwegian Jarlsberg, Liptauer, Lancashire, White Stilton, Danish Blue, Double Gloucester, Cheshire, Dorset Blue Vinney, Brie, Roquefort, Pont l'Evêque, Port Salut, Savoyard, Saint-Paulin, Carré de l'Est, Bresse-Bleu, Boursin, Camembert, Gouda, Edam, Caithness, Smoked Austrian, Japanese Sage Derby, Wensleydale, Greek Feta, Gorgonzola, Parmesan, Mozzarella, Pipo Crème, Danish Fynbo (mispronounced 'fimboe'), Czech sheep's milk, Venezuelan Beaver Cheese, Cheddar, Ilchester, and Limburger.
The above list is from a later recording of the sketch. The original Flying Circus sketch also mentions Perle de Champagne (amongst the list of French cheeses) and does not mention Greek Feta. Also Japanese Sage Derby is simply called (accurately) Sage Derby.
Venezuelan Beaver CheeseEdit
This type of cheese is, like its supposed progenitor, non-existent. Although this delicacy appears to be entirely fictional (Venezuela has no native beavers). Despite this, various recipes for Venezuelan Beaver cheese have since been published.
- In the sketch itself Palin refers to his character's name simply as "Mister Wensleydale". However, the name "Henry Wensleydale" appears above the shop front in the series of stills that precede the original TV version of the sketch. When the same sketch was performed at the Secret Policeman's Ball, his name became Arthur Wensleydale.
- The Python programming language calls its software repository Python Cheese Shop.
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