There are two reasons. First of all, it depends what time of day you are looking at the moon. For example, if you go outside tonight at 7:00 and tomorrow at 11:00, you would see the moon in two very different places in the sky. Not only that, but all the stars would be in different places in the sky as well! This is because the earth is spinning. It takes 24 hours for the the earth to spin once around, which means that from our point of view (sitting on the earth's surface) it looks like the sky and everything in it is moving around us once per 24 hours. (This is the same reason that the sun rises and sets every day, giving us daytime and nighttime.)
But what would happen if you went outside on the second night at the exact same time you went out on the first night (7:00)? The stars will be in almost the same part of the sky as they were the first night. (Since you waited 24 hours, they had time to "move" around the earth once and get back to where they were before.) But the moon will be in a different place! In fact, you would have to wait a little while (usually an extra 30 minutes or an hour) until it got back to the same place as it was the night before. So what happened? How come the moon "fell behind" everything else?
The answer is that the moon is moving. All the stars in the sky are pretty much standing still - they only look like they're moving because the earth is spinning, as I said above. But the moon is actually moving in orbit around the earth - it takes about a month for it to complete one circle around us. So the moon's motion has two parts to it. It looks like it's moving around the earth once per day along with everything else, but in addition to that it is actually moving around the earth once per month. That is what makes it move to a different place on the sky.
It is even possible to watch the moon move, if you are patient enough. If you carefully keep track of the moon and a nearby star for an hour or so, you should be able to see the distance between them change!
This page was last updated on July 18, 2015.