Researchers with the Keck Institute for Space Studies in California have confirmed that NASA is mulling over their plan to build a robotic spacecraft to grab a small asteroid and place it in high lunar orbit. The mission would cost about $2.6 billion – slightly more than NASA's Curiosity Mars rover – and could be completed by the 2020s.
How it could be done:
The Keck team envisions launching a slow-moving spacecraft, propelled by solar-heated ions, on an Atlas V rocket. The craft would then propel itself out to a target asteroid, probably a small space rock about 7 metres wide. After studying it briefly, the robot would catch the asteroid in a bag measuring about 10 metres by 15 metres and head back towards the moon. Altogether it would take about six to 10 years to deliver the asteroid to lunar orbit.
All of this would be somehow useful for some future plan involving mining and the colonization of the moon.