Starting from the moment sequences of classical orthogonal polynomials we derive the orthogonality purely algebraically. We consider also the moments of ($q=1$) classical orthogonal polynomials, and study those cases in which the exponential generating function has a nice form. In the opposite direction, we show that the generalized Dumont-Foata polynomials with six parameters are the moments of rescaled continuous dual Hahn polynomials.