Windows Azure Storage
Blobs are the simplest way to store large amounts of unstructured text or binary data such as video, audio and images. Blobs are an ISO 27001 certified managed service that can auto-scale to store up to 100 terabytes of data. They are accessible from virtually anywhere via REST and client APIs.
Tables offer NoSQL capabilities for applications that require storage of large amounts of unstructured data. Tables are an ISO 27001 certified managed service that can auto-scale to store up to 100 terabytes of data. They are accessible from virtually anywhere via REST and managed APIs.
Configure your storage account to map your custom domain to your Blob service endpoint, so that users see your domain name in your application's URLs.
For applications that need a full featured relational database-as-a-service, Windows Azure offers SQL Database, formerly known as SQL Azure Database. SQL Database offers a high-level of interoperability, enabling customers to build applications using many of the major development frameworks.
You can use SQL Server Management Studio to manage SQL Database logical servers and databases. This article includes details about creating and managing databases, creating and managing logins, and monitoring using Dynamic Management Views.
Other Data Options
MongoDB is a popular document-oriented NoSQL solution. In this tutorial you will learn how to create a Node.js 'task list' style application that stores data in a MongoDB instance hosted by MongoLab. This tutorial also teaches you how to use the Windows Azure Cross-Platform Tools for Mac and Linux to create a Windows Azure Web Site.
Another option for MongoDB support is to host your own instance on a Windows Azure virtual machine. This tutorial shows how to create a task list application that stores data in a Windows Azure Virtual Machine hosting MongoDB.