I knew this in the back of my mind for some time now, but I didn't really look into it until I saw this feature on the Kitchn this week. Rennet is an animal-derived enzyme which is used in the acidification process of cheese-making. Unfortunately, you can't get rennet without killing the animal. When you shop for cheese, try to look for "vegetal rennet" or "plant-derived rennet" in the ingredients list. The Kitchn's guide gives some further buying tips.
I was just perusing Trader Joe's website and found an online guide to their cheeses that specifies which use animal, vegetable, and microbial rennet. I'd like to find out if this guide applies to other brands of cheese or just theirs.