The Windows Azure storage services provide persistent, durable storage in the cloud. The fundamental storage services include:
Binary Large Object (BLOB) serivce for storing text or binary data
Queue service, for reliable, persistent messaging between services
Table service, for structured storage that can be queried
Windows Azure Drive that allows WIndows Azure applications to mount a Page Blob, which is single volume NTFS VHD. This allows applications to upload/download VHDs via blob.
The Windows Azure SDK offers a REST API and a managed API for working with the storage services. You may access the storage services from within a service running in Windows Azure or directly over the Internet from any application that can send and receive data over HTTP/HTTPS.