Terraforming The Moonhttp://en.wikipedia.org/wiki/Terraforming

Artist's conception of what the Moon might look like terraformed, as seen from Earth.
Other planets and solar system entities
See also: Colonization of the Moon, Colonization of Mercury, Colonization of the outer solar system, and Colonization of Ceres
Other possible candidates for terraformation include Titan, Mercury, Ganymede, Io, Callisto, Luna (Earth's Moon), and even the dwarf planet Ceres. Most, however, have too little mass to hold an atmosphere indefinitely (although it is possible, but not certain, that an atmosphere could remain for tens of thousands of years or be replenished as needed). In addition, aside from the Moon, most of these worlds are so far from the Sun that adding sufficient heat would be much more difficult than even Mars would be.