Ultra-sun: At night, it weeps loudly for its dead mother, but those cries only attract its natural enemy—Mandibuzz.Moon: The skull it wears on its head is that of its dead mother. According to some, it will evolve when it comes to terms with the pain of her death.Alpha-sapphire: Cubone pines for the mother it will never see again. Seeing a likeness of its mother in the full moon, it cries. The stains on the skull the Pokémon wears are made by the tears it sheds.
Prof. Lotus' Notes: A popular fan theory is that Cubone are the little Kangaskhan that lost their mother. However, Professor Lotus is here to bust the credibility of that theory. Let's start with the similarities, it is plausible that the baby in Kangaskhan's pouch would grow up to be a cubone, the size makes sense. However, two plot holes there, the 'horns' on Kangaskhan are actually its ears, so the physiology is different. Second, Kangaskhan's Mega Evolution pokes holes at this, as you see the full baby grown, and we've seen Cubone's face partially in the Pokemon Carddass originally labelled 'File No.104'. Finally, and I think this is the crux to this theory, it's the typing. Normal (Kangaskhan) against Cubone's Ground Type.