I love manchego with malbec.

Cheese expert Laura Werlin, in her book Cheese Essentials, finds that semi-hard cheeses are best choices for many wine pairings. Examples of semi-hard cheeses are Comte and Gruyere, Fontina, Gouda, aged cheddar.

And, as ChefJune says, what doesn't go better with Marcona almonds!

I agree with Amanda that a cheese with some nuttiness would go well. But if you've got a Malbec that has been aged in French oak, it should stand up to the stronger flavors of blue cheese. Almost all Mendoza malbecs are aged in French rather than American oak. The aged malbecs develop almost caramel flavor that would also pair well with a tangy, rich, soft goat cheese. However, most Argentinian Malbec in the U.S. is young Malbec, so for that I'd second Idiazabal or Pecorino.

mmmm Blue cheese and red wine? Not so much. I'd like an aged Pecorino with that Malbec. Use a cheese plane to release luscious slivers of the cheese. and some Marcona almonds to go along with. ;)

Have you looked for a nice blue cheese, like Cashel Blue? Like Amanda said, it should be something tangy for this wine.

I like the sheep milk suggestion. Idiazabal isn't too hard to find if you have a good cheese store available. It's a sheep milk cheese from Spain's Basque region.

Aged goat or sheep milk cheese -- need a little tang and nuttiness for a malbec.