D-Shape, makers of a massive 3D printing solution capable of printing large, building-sized structures, has apparently been working with the European Space Agency on lunar building experiment.
The idea is to use on site materials (lunar regolith, which is simply a mix of sand, dust and other particles) as the 3D print materials. In this way you'd need only send the 3D printer to the lunar surface and save on freight.
D-Shape's 3D printer is particularly well-suited for this experiment, as it uses a powder-based process. It begins with a level bed of sand, which is then sprayed in certain locations with binder. A second layer of sand is spread on top and the process repeats, gradually building up an object within a volume of sand. When complete, you need only remove the loose sand to reveal the object.
This process could work in the lunar environment if it proves feasible in the vacuum, cold and heat of space. While ESA was not yet able to perform that test, they did produce a prototype 1500kg "brick" seen in the image above.
We're hoping the D-Shape process can be adapted for lunar (and by extension, solar system) use, but experiments on the lunar surface are likely years away.