Yes, you can wax Cheddar, Gouda, Colby, Monterey Jack and a host of others.
Basically you can wax any cheese that is not mold ripened, i.e. Blues and Camenbert, or bacteria ripened cheeses, i.e. Swiss (at least during the eye formation, some people on here wax their swiss after eye formation to preserve moisture) or cheese that needs to form a hard natural rind with humidity such as Parmesan. Other than that it can be waxed.