While I am on a streak pushing new training courses I might as well point out that the SharePoint 2010 and Windows Azure Training Course is available as well. Todd Baginiski of Aptillon worked on some of the content in this training course. This training course will get you started with integrating SharePoint 2010 and Windows Azure. Download the course from: http://msdn.microsoft.com/en-us/SPAzureTrainingCourse.
Check out Todd, Paul and Girish talking about the training course.Azure, SharePoint 2010, Training