Which cheese contains listeria?

Unpasteurized cheese. Listeria gets killed with pasteurization of cheese. Theoretically, listeria can also contaminate pasteurized cheese, but this would occur if the cheese is exposed to the bacteria post-pasteurization.
Hopefully none do. But the cheeses at highest risk are soft cheeses such as feta, Brie, and Camembert, blue-veined cheeses, or Mexican-style cheeses such as queso blanco, queso fresco, unless they have labels that clearly state they are made from pasteurized milk. It is safe to eat hard cheeses, semi-soft cheeses such as mozzarella, pasteurized processed cheese slices and spreads, cream cheese. Enjoy!