Since the moon has gravity, it's almost impossible that there aren't some gasses trapped on the surface by the moon's gravity. Has any free-floating oxygen been found on the Moon? If so, in what concentration?
The Moon's atmosphere is very thin compared to the Earth, so thin that it is usually said to have no atmosphere. The Moon's gravity is not strong enough to retain lighter elements, so they escape into space.
Apollo 17 carried an instrument called the Lunar Atmosphere Composition Experiment (LACE). Oxygen is not listed as one of the elements it found on this NASA web page. The principle gases found were neon, helium and hydrogen. Others included methane, carbon dioxide, ammonia, and water. Additionally, ground instruments have detected sodium and potassium in the lunar atmosphere.
The recently launched Lunar Atmosphere and Dust Environment Experiment (LADEE - pronounced laddie, not lady) should be able to tell us more soon.
Update: According to this article at Spaceflight Now, LADEE did detect oxygen in the Moon's atmosphere.
Just to add to GreenMatt's answer, according to the article "The Lunar Atmosphere: History, Status, Current Problems and Context" (Stern, 1999), the lunar atmosphere is in fact a tenuous exosphere, which the authors describe as being composed of
"independent atmospheres" occupying the same space.
This is further elaborated in "The Lunar Dusty Exosphere: The Extreme Case of an Inner Planetary Atmosphere" (NASA), that
in direct response to these intense and variable environmental drivers, the Moon releases a low density neutral gas forming a collisionless atmosphere. This ~100 tons of gas about the Moon is commonly called the lunar surface-bounded exosphere
There is also an ionosphere, due to (from the ANSA article):
Ions are also created directly either by surface sputtering or subsequent neutral photoionization, forming a tenuous exo-ionosphere about the Moon.
The authors also suggest that ionic oxygen may be present due to surface sputtering.
Due to solar radiation and the solar wind, dust particles become charged as well, and can be subsequently listed from the lunar surface.