Cheese maggots are the offspring of flies that burrow into the cracks of cheese. Typically, maggots are found in moist blue cheeses because the rind has tiny cracks and is easy to enter. The maggots feast on the cheese and eventually become flies themselves.
Cheese that has been infested by maggots is not (or shouldn't be) sold to consumers in the United States. Some countries with a long history of cheesemaking, however, view maggots as flavor-enhancers. One example is an Italian cheese called Casu Marzu that is purposefully infested with maggot larvae to change the flavor and texture of the cheese.