I have been researching this same topic since we are hoping to have a baby soon.
Ones to avoid are soft cheeses containing raw/unpasteurized milk because they may contain a bacteria called Listeria, which can cause miscarriage. Listeria has the ability to cross the placenta and may infect the baby leading to infection or blood poisoning, which can be life-threatening.
The Center for Disease Control and Prevention (CDC) recommends that you avoid raw/unpasteurized milk and foods made from it while pregnant. So this includes all those yummy, creamy, sometimes imported cheeses like Brie, Camembert, Roquefort, Feta, Gorgonzola and Mexican style cheeses that include queso blanco and queso fresco, unless they CLEARLY STATE that they are made from pasteurized milk.
MOST cheese sold in the United States (including soft cheese) is made with pasteurized milk and is therefore considered safe to eat. But with such a big risk to a developing fetus, you should read labels VERY carefully and simply avoid soft cheese if you are unsure.
So in a nutshell, if any cheese (or food) contains unpasteurized milk it's considered unsafe for pregnant women.
The American Pregnancy Association lists some other foods to avoid at the following link:http://www.americanpregnancy.org/pregnancyhealth/foodstoavoid.html Personally, since you already have to avoid alcohol, raw seafood, caffeine, deli meats etc. I plan on avoiding soft cheese altogether just to be extra safe!