Alkmaar is one of the most popular.

Dutch cheese markets

There are five cheese markets operating in the Netherlands. Woerden is a modern working commercial cheese market. Four, Alkmaar, Gouda, Edam and Hoorn, are like traditional merchant cheese markets as operated in the post-medieval period, re-enacted during the summer months for tourists. The shows are today surrounded by stalls selling all things traditional to the Dutch culture, including cheese.

• http://en.wikipedia.org/wiki/Dutch cheese markets
• Hillman 1000 Wonders