NASA is working on a robot that will help them find water on the moon. Named RASSOR (Regolith Advanced Surface Systems Operations Robot), this excavator has been built to extract water, ice, and other resources from lunar soil.
One of the main problems facing most robots in space is their requirement to be light and small enough for rocket travel; but heavy enough that they aren't bouncing off the lunar surface as they get to work. RASSOR handles this by rotating the digging bucket drums at each end of it's body in opposite directions, giving enough traction to dig.
After water, ice, and other resources are harvested from the lunar soil, these will then be converted into rocket fuel and breathable air for astronauts. It wont be an easy task, and it will need to work almost constantly for five years to provide the needed resources; but nothing from the preliminary tests show that to be an impossibility.
While there are still flaws, notable the tracks used to move around, NASA has begun designing the next version it hopes will meet all expectations.