I gotta tell you, if I had to make a list of things we'd find on the Moon, a natural bridge would've been pretty much at the bottom! On Earth, these bridges form due to erosion from air and water, but you may note there's a lack of those on the Moon. So why is there one of these bridges in this LRO picture?
To be honest, no one knows. It's sitting in the "impact melt" from King crater, a region where the entire area was liquified from the impact. It's possible that lava tubes or cavities formed at that time as the molten rock solidified into a crust. Pockets could've formed, and then part of the roof caved in to leave this 20-meter-long bridge.
Amazingly, the same strip imaged from LRO
shows a second
such bridge, too! Whatever happened at the crater happened more than once... meaning it may have happened at other craters as well. One thing I know for sure, the more we examine LRO images, the more surprises we'll find.
More info: NASA's LRO Natural Bridge page