The MCNPX radiation transport code is used to simulate cosmic ray interactions within the Moon. Accurate source, geometric, and physics models are developed to successfully benchmark neutron density results with Apollo 17 measurements. The peak of the MCNPX lunar neutron density profile is shown to be within a few percent of the measured value, using a galactic cosmic rays modulation parameter that is consistent with the timeframe of the Apollo 17 mission. Sensitivity of the density profile to various input parameters and physics options is considered. Details of the simulation input are provided, along with neutron production and flux results, to facilitate additional benchmark efforts in the future.