This is John Cleese's favorite sketch. The Monty Python cast was walking around one day, when one of them (I believe it was Graham Chapman) stated that he really felt like eating cheese. Someone said "Do you suppose that drugstore would have cheese?" This idea seemed so absurd that it led to a sketch in which a customer enters a drugstore asking for various types of cheese.
After some brainstorming, Cleese asked himself why someone would be asking for cheese in a drugstore. The logical conclusion? The cheese shop didn't have any!
According to Cleese, he was terribly worried while writing that the sketch wasn't going to be funny at all. Basically, it was a list of cheeses that he had written down while researching the sketch at a local cheese shop. He kept looking up to Chapman, who would puff his pipe and calmy state that what Cleese was writing was extremely funny.