Moodle should support OpenID out of the box.
Stuart Metcalfe has made a good start here: http://codebrowse.launchpad.net/~info-pdl/moodle-openid/trunk/files
Unfortunately his design is spread across many directories when it really should be completely encapsulated in auth/openid. All file storage should also be in dataroot - Moodle code should never be allowed to write to the Moodle directories.
So some work needs to be done here before it can be added to core.