Researchers are constantly working on developing new robots for space exploration. SPARROW is a steam-powered robotic concept that could one day explore hazardous terrains on icy moons in our solar system. It is the size of a soccer ball and has thrusters, avionics and instruments encased in a protective spherical cage. It runs on steam produced from melted ice.
In low-gravity environment with no atmospheric drag, it can hop miles over landscapes to get around. As NASA explains:
[the home base] would mine the ice and melt it down before loading the water onto the hopping robot. SPARROW would then heat the water inside its engines, creating bursts of steam to give a boost off the surface. When low on fuel, the hopping bot would return to the lander for more, also dropping off any scientific samples for further analysis.