Windows Azureのセキュリティ関連情報へのリンクをまとめたページがありましたので、紹介します（Security Resouces for Windows Azure）
http://msdn.microsoft.com/en-us/library/ff934690.aspx
以下、上記URLから本文を引用して紹介します。
The following lists of papers, articles, blogs, videos, and webcasts provide a multitude of resources for learning how to handle security when developing applications for the Windows Azure platform.
Security for Windows Azure
This document from the Patterns and Practices team and developed with help from customers, field engineers, product teams, and industry experts provides solutions for securing common application scenarios on Windows Azure based on common principles, patterns, and practices.
This paper provides a comprehensive look at the security available with Windows Azure. Written by Charlie Kaufman and Ramanathan Venkatapathy, the paper examines the security functionality available from the perspectives of the customer and Microsoft operations, discusses the people and processes that help make Windows Azure more secure, and provides a brief discussion about compliance.
Security Best Practices for Developing Windows Azure Applications
This paper focuses on the security challenges and recommended approaches to design and develop more secure applications for Microsoft’s Windows Azure platform authored by Microsoft Security Engineering Center (MSEC) and Microsoft’s Online Services Security & Compliance (OSSC) team along with Windows Azure product group.
Cloud Security - Crypto Services and Data Security in Windows Azure
This MSDN Magazine article introduces some of the basic concepts of cryptography and related security within the Windows Azure platform. The article also reviews some of the cryptography services and providers in Windows Azure and discusses the security implications for any transition to Windows Azure.
This paper by the Online Services Security and Compliance (OSSC) team shows how the coordinated and strategic application of people, processes, technologies, and experience results in continuous improvements to the security of the Microsoft cloud environment.
J.D. Meier is a principal program manager for developer guidance at Microsoft and has contributed to several of Microsoft’s patterns and practices books. His blog gives him a way to convey his knowledge of his latest research efforts, which have recently been focused on security for Windows Azure.
TechNet Webcast - Windows Azure Security - A Peek Under the Hood (Level 100)
In this Security Talk webcast, Charlie Kaufman, a software architect on the Windows Azure team at Microsoft, describes how the Windows Azure software is structured to accept software and configuration requests from customers, deploy the software within virtual machines, and allocate storage and database resources to hold a persistent state—all while maintaining a minimal attack surface and several layers of defense in depth. Charlie also demonstrates how Windows Azure security compares with systems operated on a customer's premises. (60:00)
MSDN Webcast - Security Talk - Using Windows Azure Storage Securely (Level 200)
In this Security Talk webcast, Jai Haridas, an engineer on the Windows Azure Storage team at Microsoft, covers how to store and access data securely, and how to share blobs with other users using container access control lists (ACLs) and the SAS feature. Jai also discusses some of the best practices for using Windows Azure Storage. (60:00)
MSDN Webcast - Security Talk - Azure Federated Identity Security Using ADFS 2.0 (Level 300)
In this Security Talk webcast, John Steer, a security architect for the Microsoft IT Information Security group, explains how to create an Windows Azure application using Active Directory Federation Services (ADFS) 2.0 Security Token Service (STS), previously known as Geneva Server, for back-end authentication. (60:00)
In this episode of Cloud Cover, learn how to create and use Shared Access Signatures (SAS) in Windows Azure blob storage and discover how to easily create SAS signatures yourself. (41:50)
In this episode of Cloud Cover, learn how certificates work in Windows Azure and how to enable SSL. Also, discover a tip on uploading public key certificates to Windows Azure. (29:08)
Security for SQL Azure
This MSDN library article describes the SQL Azure firewall and how to use it to protect data from unwanted access.
This MSDN library article describes guidelines and limitations for the following security-related aspects of SQL Azure databases: firewall, encryption and certificate validation, authentication, login and users, and security best practices.
This MSDN library article describes how to set the firewall settings using the SQL Azure portal. It also explains how to overcome firewall errors.
This TechNet Wiki article provides an overview of security guidelines for customers connecting to SQL Azure Database, and building secure applications on SQL Azure.
These posts on the SQL Azure team blog help customers with a variety of security-related concerns that are top-of-mind for the community.
This IT Mentors training video covers authentication and authorization for SQL Azure. (30:00)
Security for Windows Azure AppFabric
Securing and Authenticating an AppFabric Service Bus Connection
This MSDN Library article discusses how develop applications that use the Windows Azure AppFabric Service Bus to perform secure connections.
This MSDN Library article discusses how to use the Windows Azure AppFabric Access Control service (AC) in your applications to build trust with Web services, request tokens, use the management service, and access control quotas.