Jex919: I actually used cheese to drop weight while on a ketogenic diet. It typically has a good amount of fat, but tends to be lower on the carbohydrate count. Believe it or not, I used heavy cream to lose weight, too - I'd add it to my coffee and people would shake their heads thinking that it was the worst diet item (not knowing that it is also great on low carb count).
You would benefit the best from cheese if you pair it with high carb complimentary foods - like pasta or bread. This is what makes pizza or fettucini alfredo such a great gaining food - you get increases in both fat AND carbs.
I'm not a dietician, though - others on here might have other info for you. Good luck with the gain!
I can see it now... "yes feedee, the heavy cream is dietary, you want gain from it" Evil Laugh...
Yes. Just eat more calories than you need to maintain your weight with it and you'll get fatter. Probably one of the better ways to gain weight health-wise too. It'll make you gain soft subcutaneous fat and probably not much visceral fat.