You may have heard already that a fifth moon was discovered orbiting Pluto. (If not, Hubble spotted a fifth moon orbiting Pluto.) We know just enough about P5 to know that it's tiny, and it's a moon. Here are some other wild and wonderful worlds that orbit other worlds:
The larger and innermost moon of Mars, Phobos is probably a captured asteroid. It's covered in craters, including the gigantic Stickney Crater created by an impact that was nearly severe enough to destroy the moon altogether. It orbits very close to Mars, so close that a person on the surface might see Phobos rise twice a day, and eclipses are common. It's so low, in fact, that when meteorites strike Mars, Phobos plows through the debris. Because it's tidally locked, one side always faces forwards, and passing through impact debris has left long grooves radiating away from the leading point. Tidal interactions are slowly dragging Phobos lower and lower. Once it drops low enough, it will shatter from the strain, forming a rocky ring around the planet for a while before it all falls out of orbit and rains down on Mars. Given how many crater chains and crazy-big craters there are on Mars, this has probably happened before.
Phobos, taken by Mars Reconnaissance Orbiter; Stickney Crater is at lower right
Above: First view of an Ioan volcano by Voyager 1; the "dome" at top left is the plume of the volcano Pele
The largest moon in our solar system and the third of Jupiter's Galilean satellites, Ganymede is a rocky iceball -- or an icy rockball, depending on your perspective. Bigger than Mercury (though less massive) and more like a planet than a moon, Ganymede has a proper magnetosphere, probably generated within a liquid iron core, and it is believed to also have a subsurface saltwater ocean. It is no longer being heated by the tidal resonance with Io and Europa, and so its surface is older, alternating young-ish areas of light, grooved terrain and dark, ancient surfaces covered in impact craters. It has many crater chains, probably caused by broken-up comets captured by Jupiter, just like Comet Shoemaker-Levy 9, which impacted Jupiter in 1994.
The second-largest moon in the solar system, Saturn's Titan is the only moon with a substantial atmosphere, which is much deeper than Earth's. It's so thick and the gravity so weak, in fact, that you could strap wings on your arms and flap them like a bird to fly. The air is mostly nitrogen, but the rest is mostly hydrocarbons, giving Titan's atmosphere a thick orange smoggy haze that is opaque to visible light. Cassini studies Titan in infrared light (which can penetrate the haze) and with radar -- and in 2004, via the Huygens Probe, an atmosphere probe became the first spacecraft to transmit from the surface of a moon other than our own. Titan is remarkably earthlike, apart from being so cold that water is as hard as rock; in addition to the atmosphere, it is the only place other than Earth known to have bodies of liquid on the surface -- lakes as large as the Great Lakes, except that it's not water: it's probably methane or ethane. The climate is probably similar to some of our deserts, with gigantic monsoons perhaps once a decade or more, and long droughts between. NASA scientists are working on a mission called Titan Mare Explorer (TiME) specifically to study the lakes of Titan.
This moon of Saturn is the shiniest thing in the solar system, as bright as freshly fallen snow. Its density suggests it is made almost entirely of water ice, and the widespread smooth, young terrain on its southern hemisphere is a sign of active volcanism. When Cassini arrived, it proved scientists right: not only did Enceladus have cryovolcanism, but it still does. Water is being spewed thousands of kilometers out into space from cracks around the southern pole of Enceladus, feeding Saturn's diffuse E ring, and proving directly for the first time that at least one place in the solar system has a subsurface ocean. The Cassini spacecraft has actually flown through these plumes and sampled the material directly, the only time material from another moon has been directly studied. Because Enceladus is geologically active and definitely possesses water, some scientists think it could support life, but of course there is no way to tell right now. The idea was bolstered, however, when Cassini detected hydrocarbons in the material spewed out from the interior, showing that the materials needed for life do exist there.
Hyperion is a porous, jumbled mass of ice and a bit of rock tumbling chaotically as it goes around Saturn. It's one of the oddest looking moons in the solar system; it looks very much like a sea sponge. It is covered with sharp craters on top of craters, with dark hydrocarbons filling their bottoms and making them look like deep holes. Though it's hard to see amid all the other craters, there is one staggeringly larger crater nearly as wide as the moon itself; it's amazing it didn't break the moon apart. Its density is very low, suggesting it is probably a rubble pile. All the other moons, like our Moon, always show the same face, but Hyperion doesn't; it's constantly tugged and yanked by the gravity of other moons, making it totally impossible to predict how long a day will last, or where the sun will rise tomorrow.
Hyperion's not the only weird thing orbiting Saturn; the third largest moon of Saturn is a mysterious world called Iapetus. When Giovanni Cassini discovered the moon in 1671, he realized he could only see it on one side and deduced that its leading side must be black and its trailing side must be white. Voyager finally proved him right in 1980, but the dark leading side, called Cassini Regio, remained mysterious until its namesake spacecraft arrived in 2004. The Cassini probe revealed that it's overlaid with a thin layer of dark material, possibly blasted off of Phoebe and very similar to the dark material in Hyperion's craters, but found even bigger mysteries that nobody had imagined. Iapetus is severely cratered, with an ancient surface that shouldn't be as bright as it is, and some extremely large craters and a huge equatorial ridge, thirteen kilometers high, which nearly encircles the moon. It looks a bit like the Death Star.
Bigger than Phobos but much farther away, Saturn's Prometheus was the ninth moon discovered in Voyager 1 data. It's a lumpy, irregular chunk of cratered ice, unremarkable except for what it does to Saturn's narrow F ring. The F ring is a very thin band with peculiar features, and scientists had struggled to explain why ever since Pioneer 11 had first spotted it. The answer is that it is "shepherded" gravitationally by two tiny moons: Prometheus, which orbits inside the ring, and Pandora, which orbits just outside. The two moons push material in towards the ring, and when they get close, carve grooves and channels in it and and steal material out of it. Although the moon is certainly not geologically active, the craters are not sharp and distinct as on many other bodies; it appears to be covered in a thick layer of dust. The singer Enya was inspired by the dance of Prometheus and Pandora, and wrote a song called "Shepherd Moons" about them.
Miranda, by Voyager 2
Above: From Voyager 2, this is Triton's strange, "cantaloupe" textured surface; the dark smudges in the white region are geyser plumes
Above: The Pluto system, taken by the Hubble Space Telescope. The biggest thing is Pluto, the second biggest is Charon, and the two other objects are Nix and Hydra; P4 and P5 are not visible in this image