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"Poised between intransigent scepticism and uncritical credulity, it [science fiction] is par excellence the literature of the open mind."
- John Brunner

Dome Shelter  
  A permanent domed structure for living on the Moon.  

As far as I know, this is the earliest description of a permanent lunar habitat that is reasonably accurate, in that it recognizes the harsh, airless environment.

“Johnny Grantline was a close friend of ours. He had organized an exploring expedition to the Moon. Uninhabited, with its bleak, forbidding, airless, waterless surface, the Moon – even though so close to the Earth- was seldom visited. No regular ship ever stopped there. A few exploring parties of recent years had come to grief. But there was a persistent rumor that upon the Moon, mineral riches of a fabulous wealth were awaiting discovery… (p3)

The Moon, with its lack of atmosphere, needed special equipment.

And there were humans here now. On this tumbled plain, between Archimedes and the mountains, one small crater amid the million of its fellows was distinguished this night by the presence of humans. The Grantline camp! It huddled in the deepest purple shadows on the side of a bowl-like pit, a crudely circular orifice with a scant two miles across its rippling rim. There was a faint light here to mark the presence of the living intruders. The blue glow radiance of Morrell tube lights under a spread of glassite.

The Grantline camp stood midway up one of the inner cliff walls of the little crater. The broken, rock-strewn floor, two miles wide, lay five hundred feet below the camp. A broad level shelf hung midway up the cliff, and upon it Grantline had built his little group of glassite dome shelters…

…within the glassite shelter, a normal Earth pressure must be maintained. Rigidly braced double walls to withstand the explosive tendency, with no external pressure to counteract it…

Technovelgy from Brigands of the Moon, by Ray Cummings.
Published by Astounding Stories of Super Science in 1930
Additional resources -

Underneath this dome were various smaller buildings, including maintenance equipment to maintain the atmosphere.

The first use of the phrase seems to be in The Last Blast (1952) by Eric Frank Russell:

The day the bombs dropped there were forty-six cores lying outside the Moon-dome.

Of course, if you're lucky enough to discover a Moon Valley with Breathable Atmosphere like the one described in Moon Heaven (1939) by Dom Passante, you're all set.

Compare to the plastic igloo (http://www.technovelgy.com/ct/content.asp?Bnum=1535) from Love Among the Robots by Emmett McDowell.

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Additional resources:
  More Ideas and Technology from Brigands of the Moon
  More Ideas and Technology by Ray Cummings
  Tech news articles related to Brigands of the Moon
  Tech news articles related to works by Ray Cummings

Dome Shelter-related news articles:
  - 2 Lunar Base Concepts 75 Years Apart

Articles related to Space Tech
ESA To Build Moon Bases Brick By Printed LEGO Brick
FLOAT Levitating Train On The Moon ala Clarke
SpaceX Intros Extravehicular Activity Suit
SpaceX Wants A Moonbase Alpha

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