In the case of cigars, no problem and that regardless of whether they cigars are stored in simple wood boxes (the kind in which cigars were originally stored and that any cigar store will give you free) or in closed humidors.
With the case of cheeses several rules to be followed in order to limit the spreading of aromas in the wine storage facility:
(a) With small cuts of mild cheeses, simply wrap them first in wax paper, seal with masking tape and then place in a plastic refrigerator bag
(b) With small cuts of ripe (or what some people call "stinky") cheeses, two layers of wax paper, each sealed with masking tape and then placed in a plastic refrigerator bag, also to be sealed with masking tape
(c) With uncut wheels of hard cheeses (e.g. Parmesan) store as is. No need for wrapping
(d) With cut wheels or large cuts of hard cheeses, wrap first in burlap, then with wax paper, that sealed with masking tape.
In general, follow those rules and even a bottle left open in the cellar overnight wil not pick up any extraneous aromas.
As to Winston Churchill's habit of dipping his cigar tips into brandy or red wine - barbaric!!!!