"Say cheese" is an instruction used by photographers who want their subject to smile. By saying "cheese", most people form their mouths into what appears to be a smile-like shape.
As this practice became ingrained into modern western culture, it has taken on the simple role of a final warning before a photograph is taken. Often subjects will simply use the phrase "say cheese" as a cue to enter their final pose and to smile, neglecting to actually say "cheese".
Over the years, many other words have been used in place of cheese. For comedic effect, a photographer might say "Say ______" filling the blank with a word relevant to the event or action he is photographing (for example, "Say wipe out" during a seaside photograph). Other times a person will fill the blank with an absurdist or seemingly arbitrary word of their choice. - Wikipedia