Many hard and aged cheeses are virtually lactose free. That’s because most lactose is trapped in the whey, and that’s precisely what’s removed in cheese-making. Hrhboo says that 98% of the lactose is drained off with the whey. The remaining 2% is consumed during fermentation.
This link has excellent information, and a list of acceptable cheese for the lactose intolerant.
And this link has an even longer list of lactose percentages and more good info.