Water has been found on the moon!
A few figures I quickly calculated: The moon‘s surface area is 3.793 Ã— 10^7 km. Â Scraping off a few millimeters of soil that contain water would yield 75,860 cubic meters of soil containing 1 liter of water each. So the theoretical upper yield (assuming no other water on the moon) is 75,860 liters, which is about 20,040 gallons of water. Â Â For context, this would fill a little over 3% of a standard 164×82 ft Olympic pool.
According to How Stuff Works, it costs about $50,000 per pound to get stuff to the moon. At 8.35 lbs/gallon the water on the surface would weigh 167,334 lbs (on the earth) and would have cost over $8 Billion to ship to the moon.
Put another way, under the above (probably dubious) assumptions, if processing 3.78 cubic meters of soil from the surface of the moon costs less than $417,500 (including the cost of shipping the equipment and people, and accumulated man hours), then it makes some sense to scrape for water rather than ship it.