Like many cheeses, the colour of Cheddar cheese is sometimes modified by the use of food colourings. In parts of the United States and Canada, Annatto, extracted from the tropical achiote tree, is used to give Cheddar cheese a deep orange colour. The origins of this practice have been long since forgotten, but the three leading theories appear to be:
to allow the cheese to have a consistent colour from batch to batch
to assist the purchaser in identifying the type of cheese when it is unlabelled
to identify the cheese's region of origin.
For more info check go to wikipedia and look up cheddar cheese or google cheddar cheese
"There is nothing completely fool-proof to a sufficiently talented fool." 