Indeed, there are cheese caves far beneath the ground — largely in states like Missouri — and they do hold over a billion pounds of cheese. However, these “cheese caves” are really more like warehouses, converted from old limestone mines. It may sound strange at first, but the reasoning behind government cheese caves is actually pretty sound. The Birth Of Missouri Cheese CavesBeneath Missouri is an extensive series of limestone deposits which have been mined thoroughly over time. Today, many of the government cheese caves created during this period still exist, though they are largely free from governmental influence.