LCROSS crashed into the Moon last month, although the lack of a visible plume in the real-time video feed made the impact less exciting than it could have been. But the lack of a visible plume is hardly a failure, since LCROSS was sent to do science, not make a flashy impact.
And it looks like LCROSS has managed to find exactly what it was sent to find on the Moon. Analysis of the near-infrared and ultraviolet spectra as LCROSS passed through the plume kicked up by the impact of the Centaur rocket upper stage indicates that the plume contained water. And not the piddling amount of water that seems ubiquitously present on the rest of the Moon: there must be significant reservoirs of water at Cabeus crater. Just how much water there might be remains to be seen, as well as the identity of other compounds that appear to have been detected in the impact plume.
Remember how NASA's M3 instrument on ISRO's Chandrayaan-1 spacecraft confirmed the sparse existence of water all over the surface of the Moon? One of the speculations was that the water formed as protons, which are basically hydrogen atoms without electrons, combine with the oxygen in lunar rock. And it seems that this is indeed the case as the ESA's SARA instrument on the same spacecraft had collected data showing that a substantial number of protons in the solar wind are being absorbed by the lunar regolith.
The Clementine and Lunar Prospector spacecraft had detected lots of hydrogen on the Moon, which strongly argued for the existence of water. Traces of water was also found in moon rocks brought back by the Apollo mission. However, the detected hydrogen might have been from sources other than water or could just be unattached protons from the solar wind that somehow managed to stick to the Moon, and the water in the moon rocks might have been from contamination when they were brought back to Earth, so the existence of water on the Moon has continued to be in question.
Using a giant radio telescope in Germany, water molecules have been detected in a galaxy about 11 billion light-years away. This means that there was already detectable amounts of water in our universe when it was only less than four billion years old, which also means that there must have already been enough supernovas by then to create plenty of oxygen.
Like many other cosmological objects from the far past, the detection was aided thanks to the gravitational lensing provided by a foreground galaxy. Detection was also aided by the fact that the water effectively acted as a gigantic laser powered by the supermassive black hole in the center of the galaxy, except that radio waves are emitted instead of visible light.
With enough water on Mars to form frost and clouds, direct visual evidence of water ice, and water apparently responsible for the clumpy Martian soil, one would think that there would be the tiniest bit of free water molecules not bound up in ice in the soil of Mars.
With even an extremely small amount of frozen water, it could be detected by measuring how well electricity flows within the soil. That is exactly what the Mars Phoenix Lander did by sticking electrical probes into the soil. Puzzlingly, the measurements seem to indicate that the Martian soil is extremely dry with no unfrozen water.
Where is the missing water? Is it because it's so cold and the atmosphere so thin that water molecules would immediately be bound in ice or evaporated? Or is there actually unfrozen water in the soil, but some special chemical property of the soil affects the electrical conductivity? I guess we'll hear what's likely from the Phoenix scientists soon enough.