"At the end of the last Apollo 15 moon walk, Commander David Scott performed a live demonstration for the television cameras. He held out a geologic hammer and a feather and dropped them at the same time. Because they were essentially in a vacuum, there was no air resistance and the feather fell at the same rate as the hammer, as Galileo had concluded hundreds of years before - all objects released together fall at the same rate regardless of mass."
"During the final minutes of the third extravehicular activity, a short demonstration experiment was conducted. A heavy object (a 1.32-kg aluminum geological hammer) and a light object (a 0.03-kg falcon feather) were released simultaneously from approximately the same height (approximately 1.6 m) and were allowed to fall to the surface. Within the accuracy of the simultaneous release, the objects were observed to undergo the same acceleration and strike the lunar surface simultaneously, which was a result predicted by well-established theory, but a result nonetheless reassuring considering both the number of viewers that witnessed the experiment..."
Click on the links in the article to see 'Quicktime' videos of the demonstration.
Note that you may need Apple's Quicktime player installed on your PC.
In case you're wondering - yes, it is essentially a vacuum on the Moon because it doesn't have enough gravity to attract and retain an atmosphere. Moons and smaller objects in Space are not big enough to have a strong gravity.
The Earth captured the Moon because it is so much more massive than the Moon. The planets in the Solar System are a very long way from each other, and therefore they don't attract each other. The Sun retains its planets because it is so much more massive than the planets.
By the way, if the planets ever form a rough lineup on one side of the Sun *nothing* is going to happen!! -- and if some people tell you that the Earth and the Sun are going to lineup with some part of the Milky Way you can tell them that *absolutely**nothing* is going to happen!! The distance between our Solar System (on one of the outer rings) and the center of the Milky Way is about 30,000 light years. A light year is the distance that light travels, in Space, in one year. (wow!) So it is very safe to assume that those people don't know what they are talking about, and they are just trying to scare you, and make money from books, videos, and even survival kits!!
See the graphics of the Solar System and the Milky Way on this page :-