We have published a whitepaper on how to enable Single Sign-On to Windows Azure using WIF and ADFS.
Here is the abstract:
This paper contains step-by-step instructions for using Windows® Identity Foundation, Windows Azure, and Active Directory Federation Services (AD FS) 2.0 for achieving SSO across web applications that are deployed both on premises and in the cloud. Previous knowledge of these products is not required for completing the proof of concept (POC) configuration. This document is meant to be an introductory document, and it ties together examples from each component into a single, end-to-end example.
Download it here!