One of These Days, Alice...
Hola, lunatics and lunachicas.
I've sometimes found that a game, when faced with a self-imposed challenge to continually raise the stakes with its narrative, usually settles on one place in particular that's sort of in the local vicinity but really not. That would be our only natural satellite worth talking about: the Moon.
The Moon. Luna. Selene. Ol' Mooney McMoonstein. It has many names, but we can all agree that it's a very big rock that just kind of floats there. Taunting us. What plans does it have for us? Why doesn't it do anything?
Anyway, there's a few games that will, at some point during their story, take a sojourn to the moon so the protagonist can do moon things for a while. It's not particularly common to have a moon mission apropos of nothing, and it's usually limited to the sci-fi and fantasy settings where such journeys are possible. Still, though, it always makes an impression.
(To keep things focused, I'm only listing games that briefly visit the Moon for perhaps one mission or boss or sidequest. There's just way too many moon lander sims and such to include them all.)