There is an interesting effect that led astronomers thousands of years ago to conclude that the sun must be much, much farther than the moon. If you look at the half illuminated moon (commonly referred to as first quarter) at sunset when it directly in the south, the line dividing the illuminated and dark sides is vertical. However the sun, which is illuminating the moon, is not in the direction perpendicular to the line as it would be if the sun an moon were at the same distance, but low on the horizon. The only way the sun can create a vertical division between light and dark is if the sun were essentially at infinity compared to the moon.