NASA is considering lassoing a nearby asteroid and bringing it into the moon's orbit:
Why is NASA so keen to give our moon a moon? Well, the Obama administration has said it wants to send astronauts to a near-Earth asteroid. Currently, the best target for a trip—a space rock called 1999 AO10—would require a dangerous six-month trip by the astronauts in question. Bringing an asteroid into the orbit of the moon is a safer—if complex—option.
Ian Chant explains the logistics:
[Keck Institute for Space Studies] researchers envision a slow, steady spacecraft powered by solar ions — a sort of spacefaring tugboat that would rendezvous with a small asteroid, probably about 7 meters wide.