The moon is the sister world of earth.35x10^22kg, has a diameter of 3476 km, and orbits the earth from an average distance of 384,400 km. It occupies an eccentric orbit since it is being acted upon strongly by the earth and the sun. It is most strongly affected by this phenomena when it is in line with the earth-sun vector, or at a full or new moon period. .
From my observations the moon seems to return to a similar phase in a period of a month. As it turns out the actual amount of time is actually 29 ½ days. This is not quite the same as its orbital period around earth. The orbital period is actually 27 ½ days. Since the earth has moved a substantial distance in its orbit around the sun, it takes a couple less days of movement for the moon to return back to its original position.
The moon, when viewed at the same time each night, changes position relative to its location on the previous night. This is because of its slow orbital period. The earth's 24 hour rotation is extremely quick in comparison to the 27 ½ day orbital period of the moon. So the reason that the moon is in a different place when viewed at the same time on different nights is because it has moved for 24 hours along the path of its slow orbit. This explains why the moon is not always up at night. At certain times in its orbit it is below the horizon of view at all times in the night. This is shown in my time lapse drawing of the moon over a month long period. It is below the horizon from the 19th of march until the 7th of april.
The phases of the moon are easily explainable. At all times, ½ of the moon is lighted. This would make on think that they should always see a half moon in the night sky. But this is not so. Although the moon is half lighted, the phase we see depends on it position in comparison to the earth and the sun. For example, if the earth, sun and moon are in line, with the earth being in between the sun and the moon; we would see a full moon.