See my earlier post on moiré and how to correct it.
Shown below is a crop from the Nikon D3x, which does have an anti-aliasing filter. Observe that there exists some faint moiré on the rooftop below (top, center). Faint, and probably at a level that need not be addressed, but one cannot rule out an image once in a blue moon that might be problematic, even on the D3x.
Moiré is an interaction between the frequency of fine detail and the sensor resolution. This example shows that a small change in detail size and orientation can induce moiré, and that a camera with an AA filter is not 100% immune from it.