Mars has two moons orbiting around it, known as Phobos and Deimos. As Mars is named after the Roman god of war, the moons were named Phobos, which means 'fear' or 'panic', and Deimos, meaning 'terror' or 'dread'.
The moons were only discovered in 1877, and there is still much debate about where they came from. The moons look very similar to asteroids and many people think that they once lived in the asteroid belt and were captured by the gravitational pull of Mars. Others think that when Mars first formed it was surrounded by lots of objects like Phobos and Deimos, but over the course of the formation of the Solar System the rest were ejected our of the orbit into the asteroid belt, or even further away.
Phobos orbits quite close to Mars, and is travelling so fast that if you were stood on the surface of Mars you would see it rise and set twice each day! It also reflects very little light from the Sun so unlike our own Moon, it does not appear very bright in the sky.
Deimos not only orbits Mars much further away than Phobos, it is also smaller (about half the size), making it very faint in the sky. Although it is made from similar materials to Phobos, and other asteroids, it is much less cratered on the surface, meaning it has been hits by space debris less frequently.