The lunar rocks brought back to the Earth by the Apollo astronauts were found to have very little water, and to be much drier than rocks on Earth. An explanation for this was that the Moon formed billions of years ago in the solar system's turbulent youth, when a Mars-sized planet crashed into Earth. The impact stripped away our planet's outer layer, sending it into orbit. The pieces later coalesced under their own gravity to form our Moon. Heat from all this mayhem vaporized most of the water in the lunar material, so the water was lost to space.
However, there was still a chance that water might be found in special places on the Moon. Due to the Moon's orientation to the Sun, scientists theorized that deep craters at the lunar poles would be in permanent shadow and thus extremely cold and able to trap volatile material like water as ice perhaps delivered there by comet impacts or chemical reactions with hydrogen carried by the solar wind.
For more details:http://www.nasa.gov/mission_pages/LRO/news/lro-lcross-impact.html
However, there was still a chance that water might be found in special places on the Moon. Due to the Moon's orientation to the Sun, scientists theorized that deep craters at the lunar poles would be in permanent shadow and thus extremely cold and able to trap volatile material like water as ice perhaps delivered there by comet impacts or chemical reactions with hydrogen carried by the solar wind.For more details:http://www.nasa.gov/mission_pages/LRO/news/lro-lcross-impact.html