The most popular is probably the one about Michelangelo, amazed by his creation, stricking the knee of the statue demanding "Why are you not speaking?!". The "mark" on Moses' right knee is supposed to be the result of this outburst, but it's just a natural vein of the marble.
Recent studies and finds, though, reveal that Michelangelo did retouch the statue, accomplishing the absurd task of "turning Moses' head".
In a letter to Vasari from an anonymous informer friend of Michelangelo, it's revealed that initially the statue presented his face in a frontal position, but later the artist decided to resculpt it in the current pose to follow a suggestion of this friend.
Recent works of restauration on the statue confirm this incredible story, and to a closer analysis it's shown that even his knee and bust have been retouched a second time to armonize the whole pose.
It seems as if the religious beliefs of Michelangelo inspired him: since under the altar of the church are preserved the relics of the chains wore by Saint Peter's in his imprisonment, Michelangelo decided to make Moses avoid the sight of the pilgrims adoring them by making him turn his head in reprimand, as if Moses was witnessing another scene of idolatry after that of the Golden Calf.
Despite popular belief Michelangelo was deeply religious but he always lived his faith with doubtful pain because he was closer to the ideas of the Reformation and the suggestions of NeoPlatonism.
He was an avid participant of the cultural gatherings of Vittoria Colonna, where philosophy, religion and spirituality where common subjects of discussion among the Italian intellectual and her circle of friends--
--Just a little introduction before focusing on the main theme of this post, that is-- The horns of Moses!
For more informations on this subject, I encourage you to read the article "And Moses Did not Know that the Skin of his Face was Beaming", a study sheet from the "Weekly Torah Portion".
Sure is that such rappresentation of the prophet was mostly popular during Middle Ages, and it's strange for Michelangelo to come up with it in his times.
To a closer inspection, in fact, the protuberances on Moses' head don't look like "proper" horns, but something similar and different, that definitely had connection with the biblical translation, but wanted to avoid the Medieval imagery of Moses assimilated to some kind of demon.
On top of it, we have to remember that Michelangelo resculpted the face of Moses: the change of position sure made it difficult to add a pair of new horns up there.
We can find another example of a horned Moses in Rome.
If you take a walk nearby Piazza di Spagna you may happen to find yourself in front of the Colonna dell'Immacolata.
The basement of the Column dedicated to Virgin Mary is decorated with statues portraying Hebrew figures that "gave portent of the Virgin's birth", among which we can find Moses, portrayed with more correct beam of lights, but still arranged in a "horn fashion":
The statue is the subject of a pasquinata related to the legend of Michelangelo's Moses.
The close-by statue of Pasquino, mimicking Michelangelo, asked him why it couldn't speak, and the statue replied that because of the sculptor's job, he could only whistle: the author of the joke was making fun of Moses' expression here.
To close this post adequately, let's go back to the church of San Pietro in Vincoli, so I can show you some bits of it, included the fresco portraying the "LIberation of Saint Peter" according to the interpretation of Giacomo Coppi (which is pretty much the interpretation of Rafaello *aehm*) and the relics of the Vincola.