Hey, There are 5 theories, which are:
The Fission Theory
The Capture Theory
The Condensation Theory
The Colliding Planetesimals Theory and
The Ejected Ring Theory.
Without going into too much detail they either tend go involve the moon either breaking off from the earth and forming, or the moon being apart of asteroid debris and forming. One Theory (Capture) says that it might have been formed somewhere else and then pulled in by Earth's gravitational pull.
I personally think the moon was broken off the Earth after some rock hit and broke off a part of the earth.
Take your pick :)