Stilton cheese and Roquefort cheese are both ideal substitutes for Gorgonzola cheese. According to Food Subs, Stilton cheese is firmer than Gorgonzola, and Roquefort features a less fatty texture.
Gorgonzola cheese is a mild and creamy blue cheese that is generally produced in northern Italy, according to Gourmet Sleuth. Gorgonzola cheese tends to grow more pungent the longer it is aged. Stilton and Roquefort cheeses are both decent substitutes for Gorgonzola, because they contain many of the same taste characteristics. However, while Gorgonzola is considered a soft cheese, both Stilton and Roquefort cheeses are considered semi-soft. Saga cheese can also be used in place of Gorgonzola in some situations, but it is a dessert cheese and may not work in all recipes.