Swiss cheese sets have been used in the literature as useful examples in the study of rational approximation and uniform algebras. In this paper, we give a survey of Swiss cheese constructions and related results. We describe some notable examples of Swiss cheese sets in the literature. We explain the various abstract notions of Swiss cheeses, and how they can be manipulated to obtain desirable properties. In particular, we discuss the Feinstein-Heath classicalisation theorem and related results. We conclude with the construction of a new counterexample to a conjecture of S. E. Morris, using a classical Swiss cheese set.