Seems the Moon has a small amount of liquid in its core....
http://www.nasa.gov/centers/marshall.../H-11-004.html
New studies of old Apollo data seem to indicate that the core of the Moon is more complex and dynamic than once thought. It appears that surrounding a dense solid iron core of about 300 miles diameter, there is a molten zone that extends out to 400 miles (making it 100 miles deep). Then there is a partially molten zone out to 600 miles and then solid mantle out to the crust (Picture courtesy of NASA/Renee Weber).