Here is a list of CMS systems that are available on Windows Azure from various ISVs:

• Ektron CMS for .NET on Windows Azure: http://www.ektron.com/Solutions/Technology-and-features/Features-and-Tools/Ektron-Azure-Edition/
• Telerik Sitefinity: http://www.sitefinity.com/asp-net-cms-features-for-it-managers/windows-azure.aspx
• Sitecore CMS on Azure: http://www.sitecore.net/Azure
• Kentico CMS on Azure: http://www.kentico.com/Product/All-Features/Website/Windows-Azure
• Drupal on Azure: http://azurephp.interoperabilitybridges.com/articles/how-to-deploy-drupal-to-windows-azure-using-the-drupal-scaffold
• Ubraco on Azure: http://umbraco.com/follow-us/blog-archive/2010/10/30/umbraco-on-windows-azure 

Hope this helps.

-Hanu