Bad Astronomy has up a (ahem) "striking" video taken by amateur astronomer George Varros of a natural impact on the moon, something rarely witnessed and less proportionally common as meteors are spotted from Earth, under similar circumstances.
Phil Plait also points out, "Varros has a page listing other impacts he’s caught as well. Very cool, and very useful! Eventually, when we go back to the Moon, the number and size of impacts on the surface will determine how we build structures on — or below — the lunar surface.." and as an advocate of "below," I couldn't agree more, very cool; though I've concentrated more concern on high-energy particles and the damage they may cause than I have the occasional boulder.
Perhaps we haven't given as much thought as we should to the chunkier kind, from the microscopic flicker of cometary ash to the just below Near Earth Object-sized class of solar system debris.
And though the group has been choking a lot on the word comprehensive lately, Varros may very well be doing something adding a great deal more than even he may realize to increase our knowledge base. We've already learned, and with extensive on-site field work will learn much more, about the history of Earth and this star system from studying Earth's Moon and from lunar materials. I want to more about Varros' methods, also. Is there a particular time in the lunar day when impacts are more likely, or just more likely to be seen?
Can we then guess the scalar field nature of the ebb and flow of debris here around us here, living in the Ecliptic plain? We already know a lot about that dusty "fog." The Moon will tells us a lot more, and about its history, also.
For example, comet hunters and cosmologists have yet to spot any natural object in the neighborhood in other than a parabolic orbit, an orbital eccentricity of less than one. No hyperbolas, except those we've made ourselves. That simple fact means no one has yet discovered an object in the neighborhood from outside this star system. There may be captured objects, certainly, but even they haven't been discovered of even conjectured as yet.
This doesn't mean the occasional Whale-Seeking automaton hasn't ever toured through the solar system of course, though you can bet Phil Plait won't buy it. It just means one hasn't been spotted before, or that it's likely to be highly unlikely, or far less likely, (gasp) possibly impossible.
Considering the number of lunar fragments and far more unlikely rocks from Mars found in Antarctica, imagine what will be discovered by future Jack Schmidts who can spend their days turning over rocks on the Moon. (That's a lot of footprints, by the way, which brings to mind someone soon spoiling those first foot prints - and for that matter, what may also be the very first "environmental" concern anyone's legitimately offered.)
Using Antarctica as a model, it's entirely possible someone will one day spot an object whose signature composition makes it obviously from outside. If that discovery doesn't happen, over some period of time, then we will have to ask "why not?"