Mentioning that Marsala is similar to Sherry was no accident here, as Sherry easily comes as the second option on this list and one that is both easier to find as well as more affordable than Marsala.
Sherry is a fortified wine made in Spain. It comes in many styles, from light and airy fino to heavy and sweet. The dry versions can sometimes be a little to lean to pair with anything but the most delicate cheese, but when you move onto something with a touch of sweetness, like a Pale Cream Sherry, you can really find some explosive pairings. A runny, pungent cheese is often the perfect partner for the salty, complex flavors of a Pale Cream Sherry, though the style that was once sold as rich or sweet Oloroso, both of which are now prohibited terms when it comes to labeling Sherry, was an absolute perfect match: rich but not heavy, sweet but not sugary and with a tang to match the greatest cheese.