Water was already discovered on Mars, and several moons in the Solar system, but our own Moon was considered dry. Well, it is speculated that some ice may be hidden in eternal shadows of polar craters, and there is a mission that will crash a probe into that region early in 2009 to find out whether it may be the case.
However, quite surprisingly, water on Moon was now discovered during an improved re-examination of almost 40 years old samples from the Apollo missions! More details about the discovery can be found here: SPACE.com -- Water Discovered in Moon Samples
However, quite surprisingly, water on Moon was now discovered during an improved re-examination of almost 40 years old samples from the Apollo missions! More details about the discovery can be found here: SPACE.com -- Water Discovered in Moon Samples