from Space.com:
Future astronauts might end up living in a moon base created largely from lunar dust and regolith, if a giant 3-D printing device can work on the lunar surface.

The print-on-demand technology, known as D-Shape, could save on launch and transportation costs for manned missions to the moon. But the concept must first prove itself in exploratory tests funded by the European Space Agency (ESA)

For more information on how future astronauts will also be printing their food: here is a link to the latest developments…
http://quatschtronauts.wordpress.com/2010/04/11/e-cheese/