This article in Science Daily says that one theory consistent with the evidence is that the moon formed when something as large as Mars slammed into the proto-Earth (which is what the Earth was called before it was called the Earth. Or to be more precise, there was nobody there to call it anything, but that is what we now call the thing that was there before the thing that we now call the Earth.) This may also be how the Earth came to have a lot of the elements that allowed life to form, which is actually the main point of the article.