https://www.vice.com/en_us/article/3azwbk/scientists-found-rust-on-the-moon-that-should-be-impossible

Contrary to what was thought to be a scientific impossibility, scientists detected rust—a product that requires oxygen, water, and oxidative conditions—on the surface of the Moon, a famously oxygen-poor, liquid water-less, and reducing environment that prohibits oxidation. 

The scientists speculated that the oxygen needed for the reaction that forms rust had been carried to the poles of the Moon by wind from the Earth, and a paper detailing the discovery was published on Wednesday in the journal Science Advances.