Luna, also known as The Moon, is a small planetary body orbiting the planet Earth. In an unspecified era, it was home to the Moonbase, a small human colony. (Lunar Warrior Series: "Director Jeralds Saves The Moon")
The Fat Guy ultimately ate the moon, becoming larger than the Earth in the process. However, its added gravity caused him to fall in towards the Sun. (The Perfect One comic: "The Perfect One: His Own Story")
Xaq, in a cat alien spacesuit, approaching the Shadow's moonbase.
At some point, The Shadow built a base on the Moon, apparently with the purpose of trapping people who are looking for him. It was guarded by Guardo, as well as a giant monster, but once you get past all those traps, you find yourself in a jail cell. Both Xaq and Alton were trapped in this cell. ("PCG Anniversary Special II")