To get the gist of this next story a short history of your planet-moon system is in order.
During our solar system's formation it was a violent place. Everything running into everything else. Planets sucking up material and clearing out their orbits. During this time moons were forming around planets and planets were capturing objects and making them moons. Not so with the Earth's moon. The current, accepted theory is that a Mars-sized object collided with the Earth knocking off a massive amount of material. This material stayed in orbit around the planet (think big cloud then ring), eventually collapsing together and cooling to form our Moon. Samples brought back from Moon missions were chemically analysed and found to be very similar to mineral concentrations and isotopes found on Earth, strengthening this theory.
A recent study of the Moon has showed that an asteroid hit the southern hemisphere of the Moon. An enormous crater, approximately 1,500 miles across and five miles deep, resulted from the impact - the biggest, deepest crater on the Moon, the South Pole-Aitken basin.
So why, with all of the craters on the Moon, is this so important? Well, the asteroid impact punched through many layers of the Moon's crust, scattering it across the Moon and even into space. A 300 mile diameter crater - the Apollo Basin - on the edge of this basin provides a cross-sectional view of the lunar crust. It is rare that such glimpses into the surface of planets/moons occur. These deep views of the surface can provide much information about early lunar history.
Results from this study show that as you go deeper into the Moon, the crust contains larger amounts of iron. Think back to the story above and what you know of the concentrations of minerals on and inside the Earth. When the Moon was first forming it was largely molten - big collisions cause big amounts of heat. This fluid-like state allowed heavier elements (such as iron) to sink towards the core, leaving light elements (silicon, potassium, sodium, etc) to 'float' near the surface. So it makes sense that deeper impact craters expose more of these heavier elements, and that is what the researchers are finding.
Additionally, these craters are relatively old. How do you know if a crater is young or old? As time passes and the surface continues to get hit my objects, old craters get covered up by new craters. This provides a relative age. And although the Earth and the Moon were formed from the same pool of materials, you do not see the same cratering on the Earth that you see on the Moon. Why? It isn't that the Earth hasn't been impacted, it has and repeatedly. Its just that on the Earth the crust is constantly recycled by plate tectonics and worn away by weathering events. So the old, deep craters on the Moon actually give us a window into not only the Moon's history but the Earth's as well.
Read more by following this link: http://www.sciencedaily.com/releases/2010/03/100304165918.htm
Update as of 03-10-10: Just published in Nature, a story about the Moon origin theory: