SQL Azure database is very similar to the various versions of SQL Server in terms of T-SQL compatibility and the tabular data stream (TDS) protocal. However, not every feature in SQL Server is supported in SQL Azure at this time.
Here's a complete list of features that are not supported in SQL Azure.
http://msdn.microsoft.com/en-us/library/windowsazure/ff394115.aspx
Here's a complete list of features that are not supported in SQL Azure.
http://msdn.microsoft.com/en-us/library/windowsazure/ff394115.aspx