Volatile-rich magma is present on the Moon as evidenced by the pyroclastic deposits and by vesicular basalts. Despite these examples, we only started to recognize the presence of OH in the pre-eruptive lunar magma about 15 years ago. In contrast, sample-based observations of volcanic gas are mostly absent, mainly due to the fact the volcanic gas involved in these eruptions had long gone. However, vapor deposits left by lunar volcanic gas can provide insights on the chemistry and species of lunar volcanic gas. Here, I present our recent observations at nano- to micro-meter scale in lunar samples enabled by microbeam techniques.