While Microsoft Azure continues to enhance the services it provides it is also expanding its footprint in various geographical regions. Currently Azure provides its services in 4 continents (11 DC's):

  1. Asia
  2. Europe
  3. North America
  4. South America

Web Sites is one of the few services which is available in all the data centres. You may view this information on Azure site to see where the data centres are located in a specific region.

http://azure.microsoft.com/en-us/regions/#services