Kefalotyri is an unpasteurized sheep's milk cheese from Greece. This hard cheese has a sharp flavor and a dry texture. This cheese is traditionally served fried in strips or cubes (this dish is called Saganaki). It is also used as a grating cheese over pastas, salads and even pizza. The cheese is typically aged a year so the flavor is fairly strong, similar to Romano cheese.
You can buy Kefalotyri in grocery stores with a well-stocked cheese department. We've found in Whole Foods and Trader Joe's in the past. It is widely available online at specialty cheese shops as well as Amazon.com: Kefalotyri Cheese.
If you don't have Kefalotyri you can substitute one of these alternatives: