Our Moon is the only natural satellite in the solar system that never falls away from the Sun. Because of it's relatively large distance from Earth, the Moon follows an orbit around the Sun just like the Earth, while the Earth and the Moon are orbiting around each other, somewhat like a double planet system.
In his delightful little book 'Asimov on Astronomy', in a chapter named 'Just Mooning Around', Isaac Asimov speculated about the reasons why the Moon displays this planet-like behavior, while none of our other planetary moons do. He reckons that Earth might be close to the distance from the Sun where double planets could form.
Asimov then speculates about how it would have been if the Moon had a size comparable to Earth---a real sister planet---with oceans, an atmosphere and possibly life.
Presumably because he knows human nature and our history of conflict, Asimov closed the chapter with:
"What a shame if we have missed that...
Or, maybe (who knows), what luck!"
(Excerpt from the PDF linked from Tidal Gravity)