These three titles have been released on MSDN for free, or you can purchase a hard copy or eBook as well. Great references for Windows Azure development
A Guide to Claims–based Identity and Access Control
http://msdn.microsoft.com/en-us/library/ff423674.aspx
Moving Applications to the Cloud, on the Microsoft Windows® Azure Platform
http://msdn.microsoft.com/en-us/library/ff728592.aspx
Developing Applications for the Cloud, on the Microsoft Windows® Azure Platform
http://msdn.microsoft.com/en-us/library/ff966499.aspx