NASA used a space probe and its monitoring craft to purposefully crash in to the Moon's Cabeus crater to kick up particles for analysis. The crater is in an area permanently shaded at the Moon's Southern Pole. Though it took a month to do the spectral analysis, they did determine a significant amount of water from the crash of both the empty rocket hull and the LCROSS probe itself.
The LCROSS probe (Lunar Crater Observation & Sensing Satellite) slammed into the Moon as expected, though the resulting plume was hardly what was expected or advertised. Still, they were able to determine about 25 gallons of water was released, meaning there's a lot more on the Moon than previously believed. Water particles have always been found in molecular quantities in moon dust, but never in the quantity found recently.
The implications are huge - not only does it potentially mean that a base could use local water for supply, it can use it to manufacture rocket fuel as well.