Azure Support

Backup is currently a major gap in the SQL Azure product, but with support for Database Copy TSQL command has given at least one option for directly backing up a SQL Azure database by copying a source Azure database to a newly created  Azure database.
The TSQL command structure below provides will produce a copy of [...]

SQL Azure Continuous Backup is one the two main methods for backing up databases which run  on  SQL Azure. Continuous Backup enables developers to backup a database on a continuous basis – as in the backup will not function as a standalone database but must be restored to the original database (in contrast to the [...]

SQL Azure Clone Backup is one of the two primary methods for backing up SQL Azure databases. Clone Backup is promised coming in H2 2010 – although there have been no announcements to date. The clone will create a single (perhaps scheduled) snapshot of a database at a point in time. The other main method [...]

As of August 2010 SQL Azure does not contain any inbuilt backup options.
The closest to an inbuilt backup functions is support for the TSQL Database Copy command which produces a transactionally complete copy of a database.
Coming in 2010, Azure will deliver two backup methods – Clone and Continuous Backup. Clone (targeted for release in H1 [...]

As at launch in January 2010  data on Azure is replicated three times in the Azure storage system, in addition the data is replicated across at least two geographic datacenters (although Microsoft did not provide any more details on the timing for replication across datacenters).
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