Dominic Vella, a graduate student now at Cambridge University, and Lakshminarayanan Mahadevan, a mathematician from Harvard University, were the first to explain the effect in terms of simple physics.
The answer has to do with the geometry of a liquid's surface. Surface tension causes the milk to cave in slightly when a Cheerio is in it. When another Cheerio gets close, the depression they make in the surface of the milk combines, attracting more Cheerios. Also, because the water molecules in milk are attracted to glass, the milk curves up slightly at the edge of the bowl. Because of this, pieces of cereal along this edge appear like they are clinging to the side of the bowl.
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