When the moon is near the horizon and recognizable objects, like buildings it creates the famous moon-rise illusion. In reality, the size of the moon obviously does not change and remains about the width of your thumb when your arm is fully stretched. Try it, you will see that you can cover the moon with your thumb regardless of its position in the sky. However, the illusion is very strong and the resulting photographs, when properly executed, can be striking. Mike Luciano sent the link to an article that shows this illusion very well, with explanations of how we are deceived in our perception.
Enjoy the moonrise over the Temple of Poseidon at Sounio, Greece.